+12.4%
AA vs BAH
-3.4%
+15.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.8% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | +5.0% | +2.0% | +3.0% | +4.5% |
| 3M | -35.8% | -7.6% | -28.2% | -34.8% |
| 6M | -18.4% | -5.7% | -12.7% | -18.1% |
| YTD | -5.5% | -11.7% | +6.2% | -4.4% |
| 1Y | +61.0% | -27.4% | +88.3% | +71.4% |
| 3Y | +66.2% | -32.5% | +98.8% | +65.1% |
| All | +12.4% | -3.4% | +15.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling