+19.6%
BTDR vs AEE
+43.9%
-24.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +32.6% | -2.9% | +35.5% | +32.8% |
| 3M | -32.2% | -2.4% | -29.8% | -32.2% |
| 6M | +52.4% | -2.7% | +55.1% | +52.3% |
| YTD | +6.7% | +7.3% | -0.6% | +4.7% |
| 1Y | -15.2% | +7.5% | -22.8% | -16.6% |
| 3Y | +14.9% | +46.2% | -31.3% | +10.7% |
| 5Y | +20.8% | +39.7% | -18.9% | +17.5% |
| All | +19.6% | +43.9% | -24.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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