+8.6%
AEIS vs BTG
+24.4%
-15.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.7% | -19.9% | -13.5% |
| 7D | -12.7% | -0.2% | -12.5% | -12.8% |
| 30D | -28.8% | -0.8% | -28.1% | -28.7% |
| 3M | -38.0% | +31.8% | -69.8% | -43.1% |
| 6M | -45.3% | +20.4% | -65.7% | -48.6% |
| YTD | +1.1% | +14.7% | -13.6% | -6.2% |
| 1Y | +8.6% | +29.4% | -20.7% | -5.6% |
| All | +8.6% | +24.4% | -15.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling