+76.8%
AEP vs BHP
+72.0%
+4.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.6% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | -0.1% | -0.8% | +0.8% | -0.1% |
| 3M | -3.2% | +7.6% | -10.8% | -4.0% |
| 6M | -5.3% | +20.8% | -26.1% | -7.6% |
| YTD | +9.5% | +50.8% | -41.2% | +3.9% |
| 1Y | +17.5% | +70.9% | -53.4% | +9.5% |
| All | +76.8% | +72.0% | +4.9% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling