+2,214.6%
AEP vs BHP
+7,909.4%
-5,694.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | -0.8% | +3.4% | -4.2% | -1.4% |
| 3M | -1.8% | +4.1% | -5.9% | -2.9% |
| 6M | -5.4% | +20.6% | -25.9% | -8.9% |
| YTD | +10.4% | +56.1% | -45.6% | +1.6% |
| 1Y | +18.2% | +69.6% | -51.4% | +6.9% |
| 3Y | +79.0% | +78.8% | +0.1% | +58.8% |
| 5Y | +64.8% | +113.1% | -48.2% | +39.6% |
| 10Y | +170.8% | +505.9% | -335.0% | +83.0% |
| All | +2,214.6% | +7,909.4% | -5,694.8% | +949.3% |
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 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