+976.7%
ATI vs EIX
+447.5%
+529.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.3% | +1.0% | +0.4% | +0.9% |
| 30D | -4.8% | +8.9% | -13.6% | -7.9% |
| 3M | -19.9% | -9.8% | -10.1% | -18.4% |
| 6M | +15.4% | -10.2% | +25.6% | +16.9% |
| YTD | +59.2% | +5.9% | +53.3% | +50.9% |
| 1Y | +86.3% | +10.9% | +75.4% | +73.3% |
| 3Y | +318.2% | +10.2% | +308.0% | +278.4% |
| 5Y | +958.6% | +17.0% | +941.6% | +828.0% |
| 10Y | +996.8% | +35.1% | +961.7% | +788.7% |
| All | +976.7% | +447.5% | +529.1% | +452.2% |
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