+551.6%
AEIS vs BTG
+159.3%
+392.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | +2.3% | -3.8% | +6.0% | +2.9% |
| 30D | -14.8% | +3.6% | -18.5% | -15.4% |
| 3M | -15.6% | +32.0% | -47.6% | -20.0% |
| 6M | -8.7% | +3.4% | -12.1% | -10.3% |
| YTD | +37.3% | +20.8% | +16.5% | +31.1% |
| 1Y | +80.3% | +22.4% | +57.9% | +71.0% |
| 3Y | +177.9% | +91.7% | +86.2% | +140.9% |
| 5Y | +235.8% | +79.0% | +156.8% | +188.8% |
| All | +551.6% | +159.3% | +392.3% | +467.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling