-31.5%
BAH vs AEE
+49.7%
-81.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -4.3% | +1.3% | -5.7% | -4.5% |
| 30D | -4.5% | -1.2% | -3.2% | -4.3% |
| 3M | -7.6% | +1.0% | -8.6% | -7.5% |
| 6M | -10.6% | -2.3% | -8.3% | -10.2% |
| YTD | -12.6% | +9.1% | -21.7% | -13.7% |
| 1Y | -27.0% | +10.6% | -37.5% | -28.1% |
| 3Y | -31.5% | +48.5% | -80.0% | -35.0% |
| All | -31.5% | +49.7% | -81.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling