+211.7%
AEP vs BHP
+333.8%
-122.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +3.2% | -4.5% | +7.7% | +3.7% |
| 3M | +3.8% | -6.9% | +10.7% | +4.5% |
| 6M | +2.5% | -10.6% | +13.1% | +3.5% |
| YTD | +15.5% | +37.2% | -21.7% | +9.7% |
| 1Y | +9.6% | +48.0% | -38.4% | +3.0% |
| 3Y | +91.2% | +52.6% | +38.6% | +77.3% |
| 5Y | +88.2% | +116.5% | -28.3% | +64.7% |
| All | +211.7% | +333.8% | -122.1% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling