+41.6%
AA vs BAH
+198.8%
-157.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -0.6% | +20.8% | -21.4% | -6.8% |
| 3M | -19.7% | +11.6% | -31.2% | -23.0% |
| 6M | -41.6% | +23.1% | -64.7% | -46.2% |
| YTD | -24.6% | +5.3% | -29.9% | -28.2% |
| 1Y | +4.9% | +6.1% | -1.3% | -0.6% |
| 3Y | +66.8% | -27.5% | +94.3% | +71.0% |
| 5Y | -19.4% | +6.2% | -25.6% | -32.8% |
| All | +41.6% | +198.8% | -157.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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