+70.8%
AEP vs FBTC
+62.0%
+8.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.9% |
| 30D | +1.5% | +22.3% | -20.8% | +1.9% |
| 3M | -1.7% | +26.0% | -27.7% | -1.2% |
| 6M | -4.0% | +13.2% | -17.2% | -3.7% |
| YTD | +10.6% | -10.7% | +21.3% | +10.7% |
| 1Y | +18.6% | -30.0% | +48.6% | +18.1% |
| All | +70.8% | +62.0% | +8.8% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling