+34.6%
EEM vs ATI
+974.7%
-940.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.9% |
| 7D | +0.7% | +4.7% | -4.0% | -0.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.4% |
| 3M | -5.2% | -18.5% | +13.3% | -1.5% |
| 6M | -8.1% | +16.4% | -24.5% | -11.3% |
| YTD | +14.0% | +63.4% | -49.4% | +3.5% |
| 1Y | +13.8% | +91.5% | -77.7% | +0.5% |
| 3Y | +73.7% | +329.2% | -255.5% | +27.9% |
| 5Y | +34.6% | +966.7% | -932.2% | -15.7% |
| All | +34.6% | +974.7% | -940.1% | -15.7% |
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