+468.7%
BTSG vs AEIS
+173.3%
+295.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.2% |
| 7D | +5.7% | +8.1% | -2.4% | +3.4% |
| 30D | +0.2% | -11.1% | +11.3% | +3.1% |
| 3M | +5.6% | -5.6% | +11.3% | +4.5% |
| 6M | +50.8% | -0.6% | +51.4% | +45.0% |
| YTD | +67.0% | +38.0% | +29.0% | +43.0% |
| 1Y | +145.5% | +87.2% | +58.3% | +87.7% |
| All | +468.7% | +173.3% | +295.5% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling