+46.6%
EEM vs ATI
+1,086.3%
-1,039.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.0% | +2.4% | -0.4% | +1.5% |
| 30D | +5.1% | -9.5% | +14.6% | +7.1% |
| 3M | +4.6% | +10.4% | -5.8% | +2.3% |
| 6M | +17.8% | +31.8% | -14.0% | +11.1% |
| YTD | +25.8% | +80.0% | -54.2% | +12.6% |
| 1Y | +36.4% | +175.8% | -139.4% | +13.2% |
| 3Y | +90.0% | +364.2% | -274.2% | +39.0% |
| 5Y | +46.6% | +1,076.9% | -1,030.3% | -7.3% |
| All | +46.6% | +1,086.3% | -1,039.8% | -7.3% |
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 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