+3,279.8%
BHP vs AEIS
+2,566.8%
+713.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | +3.4% | -14.6% | +18.0% | +6.1% |
| 3M | +4.1% | -12.4% | +16.5% | +5.4% |
| 6M | +20.6% | -15.0% | +35.5% | +22.1% |
| YTD | +56.1% | +34.3% | +21.8% | +44.6% |
| 1Y | +69.6% | +87.4% | -17.8% | +46.8% |
| 3Y | +78.8% | +139.8% | -61.0% | +44.5% |
| 5Y | +113.1% | +220.7% | -107.7% | +60.7% |
| 10Y | +505.9% | +531.6% | -25.7% | +287.8% |
| All | +3,279.8% | +2,566.8% | +713.0% | +1,446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling