+318.6%
BP vs AEE
+813.9%
-495.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | +7.6% | -2.3% | +9.9% | +8.6% |
| 3M | +0.7% | +0.2% | +0.5% | +0.2% |
| 6M | +15.5% | -4.7% | +20.2% | +17.2% |
| YTD | +30.8% | +8.1% | +22.7% | +25.2% |
| 1Y | +34.3% | +8.5% | +25.8% | +28.1% |
| 3Y | +35.1% | +48.9% | -13.8% | +9.2% |
| 5Y | +126.8% | +39.9% | +86.9% | +85.3% |
| 10Y | +123.4% | +186.5% | -63.2% | +20.2% |
| All | +318.6% | +813.9% | -495.3% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling