+241.2%
AEM vs BAH
+876.9%
-635.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.3% | -4.3% | +8.7% | +4.7% |
| 30D | +13.1% | -4.5% | +17.6% | +13.6% |
| 3M | +24.8% | -7.6% | +32.4% | +25.5% |
| 6M | -8.2% | -10.6% | +2.4% | -7.7% |
| YTD | +19.8% | -12.6% | +32.4% | +20.4% |
| 1Y | +32.1% | -27.0% | +59.1% | +34.9% |
| 3Y | +348.2% | -31.5% | +379.7% | +353.5% |
| 5Y | +297.5% | -3.8% | +301.3% | +285.0% |
| 10Y | +343.3% | +183.9% | +159.4% | +281.2% |
| All | +241.2% | +876.9% | -635.7% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling