+220.0%
AEIS vs BTG
+75.0%
+145.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.5% |
| 7D | -0.2% | -5.5% | +5.3% | +0.9% |
| 30D | -16.4% | +6.1% | -22.5% | -17.6% |
| 3M | -11.1% | +38.6% | -49.8% | -17.8% |
| 6M | -12.0% | +0.7% | -12.7% | -13.6% |
| YTD | +30.9% | +20.3% | +10.5% | +23.3% |
| 1Y | +74.3% | +25.0% | +49.3% | +62.0% |
| 3Y | +165.2% | +97.3% | +67.9% | +118.4% |
| 5Y | +220.0% | +78.3% | +141.7% | +174.6% |
| All | +220.0% | +75.0% | +145.1% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling