+66.0%
BHP vs AEE
+8.8%
+57.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +1.2% | -2.3% | +3.4% | +1.0% |
| 3M | +1.8% | +0.2% | +1.6% | +1.0% |
| 6M | +18.0% | -4.7% | +22.8% | +18.2% |
| YTD | +52.7% | +8.1% | +44.6% | +51.2% |
| 1Y | +66.0% | +8.5% | +57.4% | +62.5% |
| All | +66.0% | +8.8% | +57.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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