+468.7%
BTSG vs AEE
+64.7%
+404.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +0.2% | -1.9% | +2.1% | +0.6% |
| 3M | +5.6% | +0.3% | +5.3% | +5.2% |
| 6M | +50.8% | -3.0% | +53.7% | +51.1% |
| YTD | +67.0% | +8.4% | +58.7% | +61.5% |
| 1Y | +145.5% | +9.8% | +135.7% | +136.1% |
| All | +468.7% | +64.7% | +404.0% | +383.0% |
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