+2,319.9%
AEP vs BHP
+6,941.2%
-4,621.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +3.8% | -6.9% | +10.7% | +4.8% |
| 6M | +2.5% | -10.6% | +13.1% | +3.7% |
| YTD | +15.5% | +37.2% | -21.7% | +8.3% |
| 1Y | +9.6% | +48.0% | -38.4% | +1.4% |
| 3Y | +91.2% | +52.6% | +38.6% | +74.0% |
| 5Y | +88.2% | +116.5% | -28.3% | +58.8% |
| 10Y | +205.1% | +334.9% | -129.8% | +118.1% |
| All | +2,319.9% | +6,941.2% | -4,621.3% | +1,018.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling