+16.9%
AEP vs BHP
+70.6%
-53.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -3.6% | +2.7% | -1.0% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | -3.3% | +1.2% | -4.5% | -3.2% |
| 6M | -4.6% | +21.4% | -26.0% | -5.9% |
| YTD | +9.4% | +50.4% | -41.0% | +8.2% |
| 1Y | +16.9% | +67.5% | -50.6% | +16.7% |
| All | +16.9% | +70.6% | -53.7% | +16.7% |
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