+2,798.0%
BTI vs AEE
+822.6%
+1,975.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.9% |
| 30D | -7.0% | -1.2% | -5.8% | -6.6% |
| 3M | -6.3% | +1.0% | -7.3% | -6.7% |
| 6M | -2.0% | -2.3% | +0.3% | -1.2% |
| YTD | +0.2% | +9.1% | -8.9% | -3.2% |
| 1Y | +3.8% | +10.6% | -6.8% | -0.3% |
| 3Y | +112.1% | +48.5% | +63.6% | +79.8% |
| 5Y | +113.6% | +39.9% | +73.7% | +83.2% |
| 10Y | +69.6% | +185.7% | -116.1% | +5.3% |
| All | +2,798.0% | +822.6% | +1,975.4% | +946.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling