+113.1%
BHP vs AEE
+38.5%
+74.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.0% |
| 7D | -3.7% | -0.7% | -3.1% | -3.5% |
| 30D | -0.8% | -2.0% | +1.1% | -0.4% |
| 3M | +7.6% | -2.8% | +10.4% | +8.0% |
| 6M | +20.8% | -3.6% | +24.4% | +21.4% |
| YTD | +50.8% | +7.3% | +43.4% | +46.5% |
| 1Y | +70.9% | +8.7% | +62.2% | +65.1% |
| 3Y | +78.0% | +46.0% | +32.0% | +54.7% |
| 5Y | +113.1% | +39.8% | +73.3% | +89.8% |
| All | +113.1% | +38.5% | +74.5% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling