+69.5%
AME vs BAH
+8.3%
+61.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +3.0% |
| 7D | -5.2% | -3.5% | -1.6% | -4.9% |
| 30D | -8.0% | +24.3% | -32.3% | -10.4% |
| 3M | -8.9% | +16.3% | -25.2% | -10.8% |
| 6M | -5.0% | +13.6% | -18.6% | -6.9% |
| YTD | +11.9% | +3.5% | +8.4% | +10.3% |
| 1Y | +16.6% | +2.7% | +13.9% | +15.0% |
| 3Y | +62.5% | -26.6% | +89.1% | +63.4% |
| All | +69.5% | +8.3% | +61.2% | +49.6% |
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