+30.0%
ECL vs ATI
+1,074.8%
-1,044.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.4% |
| 7D | -2.6% | -0.1% | -2.6% | -2.6% |
| 30D | -2.2% | +2.7% | -4.9% | -2.7% |
| 3M | +10.1% | +16.3% | -6.2% | +6.9% |
| 6M | -5.7% | +30.2% | -35.9% | -10.5% |
| YTD | +7.0% | +83.6% | -76.6% | -4.0% |
| 1Y | +2.7% | +173.0% | -170.3% | -14.1% |
| 3Y | +57.7% | +356.6% | -298.9% | +15.4% |
| All | +30.0% | +1,074.8% | -1,044.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling