+67.3%
AEP vs BTDR
+19.6%
+47.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | -0.9% | -3.4% | +2.5% | -1.0% |
| 30D | -1.1% | +32.6% | -33.7% | -0.7% |
| 3M | -3.3% | -32.2% | +29.0% | -3.5% |
| 6M | -4.6% | +52.4% | -57.0% | -4.1% |
| YTD | +9.4% | +6.7% | +2.7% | +9.8% |
| 1Y | +16.9% | -15.2% | +32.2% | +17.3% |
| 3Y | +76.6% | +14.9% | +61.7% | +75.8% |
| 5Y | +66.2% | +20.8% | +45.4% | +68.8% |
| All | +67.3% | +19.6% | +47.7% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling