+117.9%
BTSG vs AEE
+13.9%
+104.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | +0.1% |
| 7D | +17.4% | +4.7% | +12.7% | +17.7% |
| 30D | +12.6% | +13.4% | -0.8% | +13.4% |
| 3M | +11.2% | +4.1% | +7.1% | +11.2% |
| 6M | +30.4% | +2.0% | +28.3% | +30.6% |
| YTD | +86.4% | +15.6% | +70.8% | +86.3% |
| 1Y | +117.9% | +14.1% | +103.8% | +120.4% |
| All | +117.9% | +13.9% | +104.0% | +120.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling