+67.2%
AEP vs BHP
+110.7%
-43.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -3.6% | +2.7% | -0.6% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | -3.3% | +1.2% | -4.5% | -3.6% |
| 6M | -4.6% | +21.4% | -26.0% | -7.5% |
| YTD | +9.4% | +50.4% | -41.0% | +3.0% |
| 1Y | +16.9% | +67.5% | -50.6% | +8.3% |
| 3Y | +76.6% | +72.8% | +3.8% | +61.4% |
| All | +67.2% | +110.7% | -43.5% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling