+142.8%
EFA vs ATI
+1,154.1%
-1,011.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | -5.6% | +4.1% | -0.5% |
| 30D | -1.7% | -13.7% | +12.1% | +0.9% |
| 3M | +3.5% | -0.4% | +3.9% | +3.2% |
| 6M | +9.5% | +26.2% | -16.8% | +4.4% |
| YTD | +12.9% | +73.2% | -60.3% | +1.7% |
| 1Y | +18.2% | +161.6% | -143.4% | -1.2% |
| 3Y | +64.8% | +346.2% | -281.3% | +21.8% |
| 5Y | +53.9% | +1,047.6% | -993.7% | -5.7% |
| All | +142.8% | +1,154.1% | -1,011.3% | +36.8% |
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