+2,319.9%
AEP vs BTI
+6,890.1%
-4,570.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | +3.2% | +9.2% | -6.0% | +1.3% |
| 3M | +3.8% | +9.6% | -5.8% | +1.8% |
| 6M | +2.5% | -2.4% | +5.0% | +2.7% |
| YTD | +15.5% | +14.2% | +1.2% | +11.9% |
| 1Y | +9.6% | +20.3% | -10.7% | +5.1% |
| 3Y | +91.2% | +147.4% | -56.3% | +58.0% |
| 5Y | +88.2% | +155.4% | -67.2% | +53.8% |
| 10Y | +205.1% | +127.3% | +77.8% | +148.6% |
| All | +2,319.9% | +6,890.1% | -4,570.2% | +1,084.3% |
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