+18.6%
AEP vs BAH
-26.7%
+45.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | +1.5% | -6.6% | +8.1% | +1.3% |
| 3M | -1.7% | -7.2% | +5.5% | -2.4% |
| 6M | -4.0% | -10.0% | +5.9% | -5.1% |
| YTD | +10.6% | -12.5% | +23.1% | +9.3% |
| 1Y | +18.6% | -27.9% | +46.5% | +20.7% |
| All | +18.6% | -26.7% | +45.4% | +20.7% |
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 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