+1,092.5%
ATI vs VEU
+55.0%
+1,037.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.0% |
| 30D | -9.5% | +0.7% | -10.1% | -10.3% |
| 3M | +10.4% | +4.7% | +5.7% | +4.3% |
| 6M | +31.8% | +11.6% | +20.2% | +15.1% |
| YTD | +80.0% | +16.8% | +63.2% | +48.6% |
| 1Y | +175.8% | +24.9% | +151.0% | +109.6% |
| 3Y | +364.2% | +75.7% | +288.5% | +133.3% |
| All | +1,092.5% | +55.0% | +1,037.5% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling