+544.7%
AEP vs BAH
+1,084.3%
-539.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +4.9% | +18.2% | -13.3% | +2.2% |
| 3M | +4.9% | +13.1% | -8.2% | +2.7% |
| 6M | -0.3% | +15.2% | -15.5% | -3.0% |
| YTD | +14.3% | +6.0% | +8.3% | +11.6% |
| 1Y | +7.5% | +3.1% | +4.4% | +5.4% |
| 3Y | +82.6% | -26.2% | +108.9% | +85.1% |
| 5Y | +81.5% | +9.3% | +72.1% | +68.1% |
| 10Y | +203.2% | +212.3% | -9.1% | +139.9% |
| All | +544.7% | +1,084.3% | -539.6% | +309.7% |
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 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