+476.4%
BHP vs AEIS
+562.2%
-85.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.2% | -1.7% |
| 7D | -3.6% | +2.3% | -5.9% | -4.3% |
| 30D | -1.2% | -14.8% | +13.6% | +3.2% |
| 3M | +1.2% | -15.6% | +16.8% | +4.1% |
| 6M | +21.4% | -8.7% | +30.1% | +20.5% |
| YTD | +50.4% | +37.3% | +13.1% | +30.3% |
| 1Y | +67.5% | +80.3% | -12.8% | +31.5% |
| 3Y | +72.8% | +177.9% | -105.1% | +12.3% |
| 5Y | +112.6% | +235.8% | -123.2% | +24.9% |
| All | +476.4% | +562.2% | -85.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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