+69.2%
AEP vs FBTC
+59.7%
+9.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | -1.0% | -5.8% | +4.8% | -1.1% |
| 30D | -0.1% | +21.4% | -21.5% | +0.3% |
| 3M | -3.2% | +24.5% | -27.7% | -2.8% |
| 6M | -5.3% | +9.9% | -15.2% | -5.0% |
| YTD | +9.5% | -12.0% | +21.6% | +9.6% |
| 1Y | +17.5% | -32.3% | +49.8% | +16.9% |
| All | +69.2% | +59.7% | +9.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling