+1,178.1%
ATI vs ESI
+308.3%
+869.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +2.4% | +3.9% | -1.5% | -0.2% |
| 30D | -9.5% | -3.8% | -5.7% | -7.3% |
| 3M | +10.4% | -13.1% | +23.5% | +19.6% |
| 6M | +31.8% | +11.3% | +20.5% | +18.3% |
| YTD | +80.0% | +44.1% | +35.9% | +33.0% |
| 1Y | +175.8% | +40.3% | +135.5% | +105.7% |
| 3Y | +364.2% | +84.1% | +280.2% | +168.2% |
| 5Y | +1,076.9% | +75.8% | +1,001.1% | +570.1% |
| 10Y | +1,178.1% | +320.7% | +857.4% | +264.1% |
| All | +1,178.1% | +308.3% | +869.8% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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