+426.2%
BTSG vs AEE
+63.1%
+363.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.4% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | 0.0% | -2.0% | +2.0% | +0.4% |
| 3M | -4.5% | -2.8% | -1.6% | -4.1% |
| 6M | +40.0% | -3.6% | +43.6% | +40.5% |
| YTD | +54.6% | +7.3% | +47.2% | +49.7% |
| 1Y | +106.1% | +8.7% | +97.4% | +98.6% |
| All | +426.2% | +63.1% | +363.1% | +347.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling