+66.1%
AEP vs BAH
-3.8%
+69.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | +2.0% | -4.3% | +6.3% | +2.4% |
| 30D | +0.5% | -4.5% | +5.0% | +0.9% |
| 3M | -0.3% | -7.6% | +7.3% | +0.1% |
| 6M | -3.5% | -10.6% | +7.1% | -2.9% |
| YTD | +11.3% | -12.6% | +23.8% | +11.6% |
| 1Y | +20.2% | -27.0% | +47.2% | +23.1% |
| 3Y | +79.8% | -31.5% | +111.3% | +77.2% |
| All | +66.1% | -3.8% | +69.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling