+10.8%
AEP vs BAH
+6.2%
+4.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.5% |
| 7D | +0.8% | +5.8% | -5.0% | +0.9% |
| 30D | +7.9% | +28.7% | -20.8% | +8.4% |
| 3M | +1.5% | +20.9% | -19.4% | +1.8% |
| 6M | -2.6% | +15.2% | -17.8% | -3.1% |
| YTD | +14.7% | +7.1% | +7.6% | +13.2% |
| 1Y | +10.8% | +6.4% | +4.4% | +9.3% |
| All | +10.8% | +6.2% | +4.6% | +9.3% |
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