+10.8%
BTDR vs AEIS
+160.8%
-150.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -3.1% |
| 7D | -3.2% | -0.2% | -3.0% | -2.9% |
| 30D | +32.7% | -16.4% | +49.1% | +52.5% |
| 3M | -28.4% | -11.1% | -17.2% | -24.2% |
| 6M | +51.7% | -12.0% | +63.7% | +56.7% |
| YTD | +2.9% | +30.9% | -28.0% | -30.0% |
| 1Y | -15.5% | +74.3% | -89.8% | -56.7% |
| All | +10.8% | +160.8% | -150.1% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling