+297.4%
AEM vs BAH
+2.2%
+295.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.7% | -3.2% |
| 7D | -5.0% | +2.4% | -7.5% | -5.2% |
| 30D | +8.5% | -2.9% | +11.4% | +8.6% |
| 3M | +29.3% | -1.3% | +30.6% | +29.3% |
| 6M | -12.9% | -0.9% | -12.0% | -13.1% |
| YTD | +16.8% | -8.2% | +25.0% | +16.8% |
| 1Y | +29.8% | -24.0% | +53.8% | +31.7% |
| 3Y | +336.7% | -28.1% | +364.8% | +331.8% |
| All | +297.4% | +2.2% | +295.2% | +283.7% |
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