+144.6%
IEFA vs ATI
+1,154.1%
-1,009.5%
-34.8%
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 | -1.6% | -5.6% | +4.1% | -0.6% |
| 30D | -1.5% | -13.7% | +12.2% | +1.0% |
| 3M | +3.4% | -0.4% | +3.8% | +3.1% |
| 6M | +9.5% | +26.2% | -16.7% | +4.4% |
| YTD | +13.0% | +73.2% | -60.2% | +1.9% |
| 1Y | +18.0% | +161.6% | -143.6% | -1.4% |
| 3Y | +65.4% | +346.2% | -280.8% | +22.1% |
| 5Y | +51.6% | +1,047.6% | -996.1% | -7.2% |
| All | +144.6% | +1,154.1% | -1,009.5% | +37.8% |
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