+177.9%
AEIS vs BTG
+94.8%
+83.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | +2.3% | -3.8% | +6.0% | +3.1% |
| 30D | -14.8% | +3.6% | -18.5% | -15.6% |
| 3M | -15.6% | +32.0% | -47.6% | -21.5% |
| 6M | -8.7% | +3.4% | -12.1% | -11.0% |
| YTD | +37.3% | +20.8% | +16.5% | +28.8% |
| 1Y | +80.3% | +22.4% | +57.9% | +67.2% |
| 3Y | +177.9% | +91.7% | +86.2% | +128.1% |
| All | +177.9% | +94.8% | +83.1% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling