+2,217.8%
AEP vs BTI
+5,940.0%
-3,722.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +1.5% | -4.8% | +6.3% | +2.5% |
| 3M | -1.7% | -8.1% | +6.4% | -0.1% |
| 6M | -4.0% | -4.2% | +0.1% | -3.5% |
| YTD | +10.6% | -1.3% | +11.9% | +10.5% |
| 1Y | +18.6% | +2.1% | +16.5% | +17.6% |
| 3Y | +78.7% | +108.9% | -30.2% | +52.9% |
| 5Y | +65.1% | +114.5% | -49.4% | +39.9% |
| 10Y | +177.7% | +72.2% | +105.5% | +138.9% |
| All | +2,217.8% | +5,940.0% | -3,722.2% | +1,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling