+52.4%
EFA vs ATI
+1,021.8%
-969.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.2% |
| 7D | -2.4% | -2.7% | +0.4% | -1.9% |
| 30D | -2.2% | -13.5% | +11.3% | +0.4% |
| 3M | +5.7% | +8.5% | -2.9% | +3.6% |
| 6M | +8.2% | +25.2% | -17.0% | +2.9% |
| YTD | +11.8% | +73.4% | -61.6% | +0.2% |
| 1Y | +18.3% | +160.5% | -142.2% | -1.7% |
| 3Y | +64.9% | +347.3% | -282.4% | +19.2% |
| 5Y | +52.4% | +1,049.0% | -996.6% | -7.4% |
| All | +52.4% | +1,021.8% | -969.4% | -7.4% |
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