+91.2%
AEP vs BAH
-26.8%
+118.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +3.2% | +20.8% | -17.6% | +2.9% |
| 3M | +3.8% | +11.6% | -7.8% | +3.6% |
| 6M | +2.5% | +23.1% | -20.6% | +1.9% |
| YTD | +15.5% | +5.3% | +10.2% | +14.8% |
| 1Y | +9.6% | +6.1% | +3.5% | +8.9% |
| 3Y | +91.2% | -27.5% | +118.6% | +91.9% |
| All | +91.2% | -26.8% | +118.0% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling