+9.1%
AEP vs BHP
+48.4%
-39.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | -2.0% | -4.0% | +2.0% | -2.0% |
| 30D | +4.2% | -9.7% | +13.9% | +4.1% |
| 3M | +1.0% | -10.2% | +11.2% | +0.9% |
| 6M | -6.1% | +1.3% | -7.4% | -6.6% |
| YTD | +12.5% | +35.6% | -23.2% | +11.5% |
| 1Y | +9.1% | +47.5% | -38.4% | +9.4% |
| All | +9.1% | +48.4% | -39.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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