+29.8%
AEM vs BAH
-24.1%
+53.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.7% | -2.9% |
| 7D | -5.0% | +2.4% | -7.5% | -5.0% |
| 30D | +8.5% | -2.9% | +11.4% | +8.5% |
| 3M | +29.3% | -1.3% | +30.6% | +29.4% |
| 6M | -12.9% | -0.9% | -12.0% | -13.0% |
| YTD | +16.8% | -8.2% | +25.0% | +15.4% |
| 1Y | +29.8% | -24.0% | +53.8% | +33.9% |
| All | +29.8% | -24.1% | +53.9% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling