+73.2%
BHP vs AEE
+46.3%
+26.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.1% |
| 7D | -3.7% | -0.7% | -3.1% | -3.6% |
| 30D | -0.8% | -2.0% | +1.1% | -0.6% |
| 3M | +7.6% | -2.8% | +10.4% | +7.8% |
| 6M | +20.8% | -3.6% | +24.4% | +21.1% |
| YTD | +50.8% | +7.3% | +43.4% | +47.5% |
| 1Y | +70.9% | +8.7% | +62.2% | +66.4% |
| All | +73.2% | +46.3% | +26.9% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling