+193.5%
ECL vs ATI
+1,024.4%
-830.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +8.6% | -4.8% | +13.3% | +9.2% |
| 3M | +7.9% | -19.9% | +27.8% | +11.9% |
| 6M | +21.0% | +15.4% | +5.7% | +16.2% |
| YTD | +17.5% | +59.2% | -41.7% | +5.6% |
| 1Y | +19.7% | +86.3% | -66.6% | +4.3% |
| 3Y | +77.4% | +318.2% | -240.8% | +26.1% |
| 5Y | +38.7% | +958.6% | -919.9% | -20.9% |
| 10Y | +193.5% | +996.8% | -803.3% | +45.3% |
| All | +193.5% | +1,024.4% | -830.9% | +45.3% |
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