+40.5%
ECL vs ATI
+958.1%
-917.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.1% | +1.2% |
| 7D | -0.5% | +6.0% | -6.5% | -1.5% |
| 30D | +8.8% | -3.6% | +12.5% | +9.2% |
| 3M | +7.8% | -18.9% | +26.7% | +11.0% |
| 6M | +21.3% | +16.7% | +4.6% | +16.9% |
| YTD | +17.8% | +61.1% | -43.3% | +7.3% |
| 1Y | +21.1% | +89.3% | -68.2% | +7.3% |
| 3Y | +80.1% | +333.3% | -253.2% | +30.7% |
| 5Y | +40.5% | +954.5% | -914.0% | -13.0% |
| All | +40.5% | +958.1% | -917.6% | -13.0% |
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 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