+70.1%
AEP vs BTDR
+26.7%
+43.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.8% |
| 7D | +2.0% | +22.4% | -20.4% | +2.2% |
| 30D | +0.5% | +16.5% | -15.9% | +0.7% |
| 3M | -0.3% | -31.5% | +31.2% | -0.5% |
| 6M | -3.5% | +74.0% | -77.5% | -2.8% |
| YTD | +11.3% | +13.0% | -1.8% | +11.7% |
| 1Y | +20.2% | -0.2% | +20.5% | +20.7% |
| 3Y | +79.8% | +9.9% | +69.9% | +79.0% |
| 5Y | +65.6% | +28.1% | +37.5% | +68.2% |
| All | +70.1% | +26.7% | +43.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTDR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling