+18.2%
AEP vs BHP
+69.4%
-51.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +1.7% |
| 30D | -0.8% | +3.4% | -4.2% | -0.8% |
| 3M | -1.8% | +4.1% | -5.9% | -1.7% |
| 6M | -5.4% | +20.6% | -25.9% | -6.4% |
| YTD | +10.4% | +56.1% | -45.6% | +9.1% |
| 1Y | +18.2% | +69.6% | -51.4% | +17.2% |
| All | +18.2% | +69.4% | -51.2% | +17.2% |
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