-10.6%
BITO vs AEP
+75.5%
-86.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -5.8% | -1.0% | -4.8% | -5.7% |
| 30D | +21.1% | -0.1% | +21.2% | +21.1% |
| 3M | +23.5% | -3.2% | +26.7% | +23.7% |
| 6M | +8.3% | -5.3% | +13.6% | +8.8% |
| YTD | -13.9% | +9.5% | -23.4% | -15.1% |
| 1Y | -34.5% | +17.5% | -52.0% | -36.1% |
| 3Y | +147.0% | +77.0% | +70.0% | +113.6% |
| All | -10.6% | +75.5% | -86.1% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling