+117.1%
AA vs BAH
+207.1%
-89.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.8% | -9.6% | -6.4% |
| 7D | -5.4% | +2.4% | -7.8% | -6.3% |
| 30D | -10.7% | -2.9% | -7.7% | -10.0% |
| 3M | -26.2% | -1.3% | -24.8% | -26.3% |
| 6M | -20.9% | -0.9% | -20.0% | -21.9% |
| YTD | -8.6% | -8.2% | -0.4% | -8.5% |
| 1Y | +57.4% | -24.0% | +81.4% | +68.5% |
| 3Y | +77.8% | -28.1% | +105.9% | +79.7% |
| 5Y | +2.7% | +2.5% | +0.2% | -14.6% |
| All | +117.1% | +207.1% | -89.9% | +7.9% |
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