+125.7%
EEM vs ATI
+1,155.5%
-1,029.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.5% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +2.4% | -13.5% | +15.9% | +5.2% |
| 3M | +4.2% | +8.5% | -4.4% | +2.4% |
| 6M | +14.8% | +25.2% | -10.4% | +9.7% |
| YTD | +23.1% | +73.4% | -50.3% | +10.9% |
| 1Y | +32.5% | +160.5% | -128.0% | +10.7% |
| 3Y | +85.9% | +347.3% | -261.4% | +36.6% |
| 5Y | +43.6% | +1,049.0% | -1,005.4% | -13.3% |
| All | +125.7% | +1,155.5% | -1,029.8% | +27.1% |
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