+400.8%
AEE vs BTG
+385.9%
+15.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.1% | +2.4% | -1.4% | +0.9% |
| 30D | 0.0% | +9.5% | -9.5% | -0.5% |
| 3M | -0.9% | +38.5% | -39.4% | -2.8% |
| 6M | -2.4% | +5.6% | -8.1% | -3.2% |
| YTD | +8.6% | +23.9% | -15.3% | +6.6% |
| 1Y | +10.2% | +32.1% | -22.0% | +7.5% |
| 3Y | +47.8% | +103.2% | -55.4% | +39.9% |
| 5Y | +40.1% | +79.7% | -39.6% | +32.7% |
| 10Y | +195.0% | +159.1% | +35.9% | +169.9% |
| All | +400.8% | +385.9% | +15.0% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling