+66.4%
AEP vs BTDR
+16.5%
+49.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | -0.1% | +32.7% | -32.8% | +0.2% |
| 3M | -3.2% | -28.4% | +25.2% | -3.4% |
| 6M | -5.3% | +51.7% | -57.0% | -4.8% |
| YTD | +9.5% | +2.9% | +6.7% | +9.8% |
| 1Y | +17.5% | -15.5% | +33.0% | +17.8% |
| 3Y | +77.0% | 0.0% | +77.0% | +76.0% |
| 5Y | +66.4% | +16.5% | +49.9% | +69.7% |
| All | +66.4% | +16.5% | +49.9% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling