+10.8%
AEP vs BTG
+24.4%
-13.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +7.9% | -0.8% | +8.7% | +7.9% |
| 3M | +1.5% | +31.8% | -30.4% | +0.5% |
| 6M | -2.6% | +20.4% | -23.0% | -3.4% |
| YTD | +14.7% | +14.7% | -0.1% | +12.3% |
| 1Y | +10.8% | +29.4% | -18.6% | +6.4% |
| All | +10.8% | +24.4% | -13.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling