+119.6%
BHP vs AEIS
+142.3%
-22.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.3% |
| 7D | -0.5% | +11.5% | -12.0% | -3.3% |
| 30D | -4.5% | -15.8% | +11.2% | -1.3% |
| 3M | -6.9% | -33.3% | +26.4% | +1.6% |
| 6M | -10.6% | -35.2% | +24.6% | -3.4% |
| YTD | +37.2% | +5.0% | +32.2% | +28.2% |
| 1Y | +48.0% | +8.5% | +39.6% | +36.8% |
| 3Y | +52.6% | +152.9% | -100.3% | +4.2% |
| All | +119.6% | +142.3% | -22.7% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling