+975.5%
ATI vs ESI
+307.7%
+667.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.7% |
| 7D | +1.3% | -6.6% | +7.9% | +6.0% |
| 30D | -4.8% | -9.8% | +5.1% | +2.1% |
| 3M | -19.9% | -11.9% | -8.0% | -13.5% |
| 6M | +15.4% | -25.1% | +40.4% | +37.1% |
| YTD | +59.2% | +31.9% | +27.3% | +23.8% |
| 1Y | +86.3% | +19.2% | +67.1% | +54.8% |
| 3Y | +318.2% | +76.2% | +242.1% | +145.0% |
| 5Y | +958.6% | +39.4% | +919.2% | +614.4% |
| All | +975.5% | +307.7% | +667.8% | +175.8% |
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