+114.9%
BTI vs AEIS
+233.3%
-118.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.4% | +6.5% | -8.9% | -2.5% |
| 30D | -4.8% | -9.2% | +4.4% | -4.7% |
| 3M | -8.1% | -8.3% | +0.2% | -8.2% |
| 6M | -4.2% | -6.3% | +2.1% | -4.7% |
| YTD | -1.3% | +36.5% | -37.8% | -3.2% |
| 1Y | +2.1% | +84.8% | -82.6% | -1.0% |
| 3Y | +108.9% | +176.6% | -67.7% | +95.7% |
| All | +114.9% | +233.3% | -118.4% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling