+201.6%
AEM vs BAH
+1,076.0%
-874.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -6.8% | +1.7% | -8.6% | -7.0% |
| 30D | +0.8% | +20.8% | -20.0% | -0.9% |
| 3M | -0.8% | +11.6% | -12.4% | -1.9% |
| 6M | -8.5% | +23.1% | -31.6% | -10.5% |
| YTD | +5.9% | +5.3% | +0.7% | +4.6% |
| 1Y | +6.6% | +6.1% | +0.5% | +5.1% |
| 3Y | +302.2% | -27.5% | +329.7% | +306.1% |
| 5Y | +250.8% | +6.2% | +244.6% | +237.2% |
| 10Y | +406.1% | +202.2% | +203.8% | +334.2% |
| All | +201.6% | +1,076.0% | -874.3% | +91.0% |
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