+68.9%
AEP vs BTDR
+23.8%
+45.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.1% |
| 7D | +1.8% | +20.0% | -18.2% | +2.0% |
| 30D | -0.8% | +11.9% | -12.7% | -0.6% |
| 3M | -1.8% | -36.9% | +35.1% | -2.1% |
| 6M | -5.4% | +56.5% | -61.9% | -4.8% |
| YTD | +10.4% | +10.4% | 0.0% | +10.8% |
| 1Y | +18.2% | +3.1% | +15.1% | +18.7% |
| 3Y | +79.0% | -2.6% | +81.6% | +78.1% |
| 5Y | +64.8% | +25.2% | +39.7% | +67.5% |
| All | +68.9% | +23.8% | +45.1% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling