+10.8%
BTDR vs AEE
+46.3%
-35.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +32.7% | -2.0% | +34.7% | +32.9% |
| 3M | -28.4% | -2.8% | -25.6% | -28.2% |
| 6M | +51.7% | -3.6% | +55.3% | +52.0% |
| YTD | +2.9% | +7.3% | -4.5% | -1.3% |
| 1Y | -15.5% | +8.7% | -24.2% | -18.7% |
| All | +10.8% | +46.3% | -35.6% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling