+4,504.2%
BHP vs AEE
+822.6%
+3,681.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.2% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | +4.0% | -1.2% | +5.2% | +4.5% |
| 3M | +12.3% | +1.0% | +11.3% | +11.0% |
| 6M | +30.8% | -2.3% | +33.1% | +31.2% |
| YTD | +58.8% | +9.1% | +49.6% | +49.8% |
| 1Y | +76.8% | +10.6% | +66.3% | +65.2% |
| 3Y | +87.5% | +48.5% | +39.0% | +45.6% |
| 5Y | +123.9% | +39.9% | +84.0% | +76.6% |
| 10Y | +504.4% | +185.7% | +318.7% | +186.1% |
| All | +4,504.2% | +822.6% | +3,681.6% | +1,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling