+355.1%
AEM vs BAH
+207.9%
+147.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -2.1% | +4.3% | -6.4% | -2.4% |
| 30D | +8.4% | -2.5% | +10.9% | +8.6% |
| 3M | +27.3% | -0.9% | +28.2% | +27.2% |
| 6M | -9.7% | +1.5% | -11.1% | -10.1% |
| YTD | +19.0% | -8.0% | +26.9% | +19.0% |
| 1Y | +31.5% | -24.7% | +56.2% | +33.7% |
| 3Y | +338.7% | -28.4% | +367.1% | +340.3% |
| 5Y | +307.4% | +2.8% | +304.6% | +291.5% |
| All | +355.1% | +207.9% | +147.1% | +314.5% |
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