+348.2%
AEM vs BAH
-32.1%
+380.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +4.3% | -4.3% | +8.7% | +4.4% |
| 30D | +13.1% | -4.5% | +17.6% | +13.2% |
| 3M | +24.8% | -7.6% | +32.4% | +25.0% |
| 6M | -8.2% | -10.6% | +2.4% | -8.0% |
| YTD | +19.8% | -12.6% | +32.4% | +19.9% |
| 1Y | +32.1% | -27.0% | +59.1% | +33.0% |
| 3Y | +348.2% | -31.5% | +379.7% | +363.8% |
| All | +348.2% | -32.1% | +380.3% | +363.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling