+153.2%
ECL vs ATI
+1,051.1%
-897.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.8% | +3.2% | -3.9% | -1.4% |
| 30D | -2.5% | -9.0% | +6.5% | -0.8% |
| 3M | +8.3% | +15.1% | -6.8% | +4.9% |
| 6M | -1.1% | +38.1% | -39.2% | -7.9% |
| YTD | +6.5% | +80.7% | -74.1% | -6.0% |
| 1Y | +2.1% | +167.5% | -165.4% | -16.9% |
| 3Y | +57.6% | +366.0% | -308.4% | +10.5% |
| 5Y | +28.1% | +1,088.8% | -1,060.7% | -28.0% |
| 10Y | +153.2% | +1,055.0% | -901.8% | +24.0% |
| All | +153.2% | +1,051.1% | -897.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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