+551.6%
AEP vs BAH
+1,077.1%
-525.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | +4.8% | +18.0% | -13.2% | +2.1% |
| 3M | +5.4% | +11.4% | -6.1% | +3.4% |
| 6M | +0.4% | +17.7% | -17.3% | -2.7% |
| YTD | +15.5% | +5.4% | +10.1% | +12.9% |
| 1Y | +8.5% | +2.8% | +5.8% | +6.4% |
| 3Y | +84.6% | -26.7% | +111.3% | +87.2% |
| 5Y | +86.9% | +8.1% | +78.8% | +73.5% |
| 10Y | +205.1% | +202.5% | +2.6% | +142.4% |
| All | +551.6% | +1,077.1% | -525.5% | +314.5% |
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