+428.5%
AME vs BAH
+186.6%
+241.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | -6.6% | -6.6% | 0.0% | -5.0% |
| 3M | +3.0% | -7.2% | +10.1% | +4.3% |
| 6M | +5.3% | -10.0% | +15.3% | +6.9% |
| YTD | +15.4% | -12.5% | +27.9% | +16.7% |
| 1Y | +26.8% | -27.9% | +54.7% | +35.6% |
| 3Y | +56.5% | -31.4% | +87.9% | +59.9% |
| 5Y | +85.2% | -3.2% | +88.5% | +60.3% |
| 10Y | +428.5% | +191.5% | +237.1% | +244.8% |
| All | +428.5% | +186.6% | +241.9% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling