+66.4%
AEP vs BTI
+116.2%
-49.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.2% |
| 7D | -1.0% | -2.0% | +1.0% | -0.4% |
| 30D | -0.1% | -3.4% | +3.3% | +0.9% |
| 3M | -3.2% | -9.0% | +5.8% | -0.8% |
| 6M | -5.3% | -5.0% | -0.3% | -4.4% |
| YTD | +9.5% | -0.3% | +9.9% | +8.8% |
| 1Y | +17.5% | +3.1% | +14.4% | +15.4% |
| 3Y | +77.0% | +111.0% | -34.0% | +37.5% |
| 5Y | +66.4% | +117.0% | -50.6% | +22.4% |
| All | +66.4% | +116.2% | -49.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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