+118.3%
BTI vs AEE
+38.7%
+79.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -1.1% | -2.9% | +1.8% | -0.1% |
| 3M | -8.8% | -2.4% | -6.4% | -8.0% |
| 6M | -4.0% | -2.7% | -1.2% | -3.1% |
| YTD | +0.4% | +7.3% | -6.9% | -1.8% |
| 1Y | +1.9% | +7.5% | -5.6% | -0.4% |
| 3Y | +108.5% | +46.2% | +62.3% | +84.3% |
| All | +118.3% | +38.7% | +79.6% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling