+128.1%
AA vs BTI
+70.9%
+57.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -0.6% | -2.4% | +1.8% | +0.7% |
| 30D | -1.6% | -4.8% | +3.2% | +0.7% |
| 3M | -29.8% | -8.1% | -21.7% | -27.5% |
| 6M | -16.6% | -4.2% | -12.4% | -16.5% |
| YTD | -4.0% | -1.3% | -2.7% | -6.1% |
| 1Y | +63.5% | +2.1% | +61.4% | +56.5% |
| 3Y | +86.8% | +108.9% | -22.2% | +12.0% |
| 5Y | +12.4% | +114.5% | -102.1% | -33.0% |
| All | +128.1% | +70.9% | +57.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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