+19.6%
BTDR vs AEIS
+197.2%
-177.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +0.8% |
| 7D | -3.4% | +2.3% | -5.7% | -4.6% |
| 30D | +32.6% | -14.8% | +47.4% | +45.1% |
| 3M | -32.2% | -15.6% | -16.7% | -26.3% |
| 6M | +52.4% | -8.7% | +61.1% | +56.7% |
| YTD | +6.7% | +37.3% | -30.6% | -14.8% |
| 1Y | -15.2% | +80.3% | -95.6% | -41.3% |
| 3Y | +14.9% | +177.9% | -163.1% | -35.2% |
| 5Y | +20.8% | +235.8% | -215.0% | -31.8% |
| All | +19.6% | +197.2% | -177.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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