+476.4%
BHP vs AEE
+191.1%
+285.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -1.2% | -2.9% | +1.7% | -0.2% |
| 3M | +1.2% | -2.4% | +3.6% | +1.7% |
| 6M | +21.4% | -2.7% | +24.1% | +21.8% |
| YTD | +50.4% | +7.3% | +43.2% | +45.8% |
| 1Y | +67.5% | +7.5% | +60.0% | +61.9% |
| 3Y | +72.8% | +46.2% | +26.6% | +47.7% |
| 5Y | +112.6% | +39.7% | +72.9% | +83.3% |
| All | +476.4% | +191.1% | +285.3% | +330.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling