-29.9%
BITO vs AEP
+16.1%
-46.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +2.9% | +1.8% | +1.1% | +3.1% |
| 30D | +22.6% | -0.8% | +23.4% | +22.5% |
| 3M | +24.7% | -1.8% | +26.5% | +24.0% |
| 6M | +7.5% | -5.4% | +12.8% | +7.5% |
| YTD | -10.8% | +10.4% | -21.2% | -10.4% |
| 1Y | -29.9% | +18.2% | -48.1% | -27.7% |
| All | -29.9% | +16.1% | -46.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling