+26.7%
BTDR vs AEIS
+198.7%
-172.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +0.7% |
| 7D | +22.4% | +8.1% | +14.3% | +17.0% |
| 30D | +16.5% | -11.1% | +27.6% | +24.6% |
| 3M | -31.5% | -5.6% | -25.8% | -30.2% |
| 6M | +74.0% | -0.6% | +74.7% | +70.4% |
| YTD | +13.0% | +38.0% | -25.0% | -10.0% |
| 1Y | -0.2% | +87.2% | -87.5% | -32.4% |
| 3Y | +9.9% | +179.7% | -169.8% | -38.3% |
| 5Y | +28.1% | +241.7% | -213.6% | -28.0% |
| All | +26.7% | +198.7% | -172.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling