+134.0%
BP vs AEE
+191.3%
-57.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | +8.1% | -2.0% | +10.0% | +8.7% |
| 3M | +8.6% | -2.8% | +11.4% | +9.3% |
| 6M | +18.1% | -3.6% | +21.7% | +18.9% |
| YTD | +37.6% | +7.3% | +30.3% | +34.0% |
| 1Y | +39.4% | +8.7% | +30.7% | +35.0% |
| 3Y | +40.1% | +46.0% | -6.0% | +22.3% |
| 5Y | +141.3% | +39.8% | +101.5% | +111.5% |
| All | +134.0% | +191.3% | -57.2% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling