+526.3%
AEP vs BTG
+378.0%
+148.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | +2.0% | +4.8% | -2.8% | +1.7% |
| 30D | +0.5% | +8.3% | -7.8% | +0.1% |
| 3M | -0.3% | +32.3% | -32.6% | -2.0% |
| 6M | -3.5% | +3.0% | -6.4% | -4.1% |
| YTD | +11.3% | +21.9% | -10.7% | +9.3% |
| 1Y | +20.2% | +28.2% | -7.9% | +17.6% |
| 3Y | +79.8% | +99.9% | -20.1% | +70.4% |
| 5Y | +65.6% | +73.6% | -8.0% | +57.1% |
| 10Y | +169.3% | +136.5% | +32.8% | +146.5% |
| All | +526.3% | +378.0% | +148.3% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling