+1,178.1%
ATI vs EL
+28.8%
+1,149.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.3% |
| 30D | -9.5% | +13.7% | -23.2% | -14.7% |
| 3M | +10.4% | +14.5% | -4.1% | +3.3% |
| 6M | +31.8% | +7.4% | +24.4% | +24.8% |
| YTD | +80.0% | -4.7% | +84.7% | +75.4% |
| 1Y | +175.8% | +12.9% | +162.9% | +147.2% |
| 3Y | +364.2% | -32.2% | +396.5% | +380.6% |
| 5Y | +1,076.9% | -68.4% | +1,145.3% | +1,733.0% |
| 10Y | +1,178.1% | +28.3% | +1,149.8% | +761.5% |
| All | +1,178.1% | +28.8% | +1,149.3% | +761.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling