+112.8%
BP vs AEE
+56.4%
+56.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | -5.3% | +9.7% | -15.0% | -7.0% |
| 3M | +9.3% | +5.9% | +3.3% | +8.0% |
| 6M | +7.2% | +6.7% | +0.5% | +5.6% |
| YTD | +38.0% | +17.4% | +20.7% | +32.9% |
| 1Y | +33.2% | +12.7% | +20.5% | +29.4% |
| 3Y | +50.3% | +68.2% | -17.9% | +31.4% |
| All | +112.8% | +56.4% | +56.4% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling