+44.1%
AA vs BTI
+128.6%
-84.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.3% | -3.2% | +8.5% | +6.9% |
| 30D | -2.3% | +9.7% | -11.9% | -7.2% |
| 3M | -20.8% | +11.1% | -31.9% | -25.8% |
| 6M | -39.8% | -1.2% | -38.6% | -40.5% |
| YTD | -23.3% | +12.7% | -36.0% | -30.4% |
| 1Y | +1.8% | +15.8% | -14.0% | -9.2% |
| 3Y | +69.5% | +148.9% | -79.4% | -9.8% |
| 5Y | -18.0% | +151.9% | -169.9% | -56.0% |
| All | +44.1% | +128.6% | -84.5% | -22.0% |
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