+1,141.3%
ATI vs EIX
+408.0%
+733.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | -0.1% | -19.1% | +19.0% | +6.7% |
| 30D | +2.7% | -16.9% | +19.6% | +8.2% |
| 3M | +16.3% | -20.0% | +36.3% | +23.6% |
| 6M | +30.2% | -21.3% | +51.5% | +39.3% |
| YTD | +83.6% | -1.7% | +85.3% | +79.5% |
| 1Y | +173.0% | +9.6% | +163.4% | +154.7% |
| 3Y | +356.6% | -3.7% | +360.3% | +336.1% |
| 5Y | +1,074.2% | +22.6% | +1,051.6% | +911.1% |
| 10Y | +1,136.2% | +17.7% | +1,118.5% | +957.3% |
| All | +1,141.3% | +408.0% | +733.3% | +556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling