+70.6%
AEP vs FBTC
+65.3%
+5.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.2% |
| 7D | +1.8% | +2.9% | -1.1% | +1.9% |
| 30D | -0.8% | +23.0% | -23.8% | -0.4% |
| 3M | -1.8% | +25.6% | -27.4% | -1.4% |
| 6M | -5.4% | +9.0% | -14.4% | -5.0% |
| YTD | +10.4% | -8.9% | +19.4% | +10.6% |
| 1Y | +18.2% | -27.5% | +45.7% | +17.8% |
| All | +70.6% | +65.3% | +5.3% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling