-27.9%
BAH vs AEIS
+85.4%
-113.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -1.3% | +6.5% | -7.8% | -0.7% |
| 30D | -6.6% | -9.2% | +2.6% | -7.4% |
| 3M | -7.2% | -8.3% | +1.2% | -8.1% |
| 6M | -10.0% | -6.3% | -3.7% | -9.8% |
| YTD | -12.5% | +36.5% | -49.0% | -13.8% |
| 1Y | -27.9% | +84.8% | -112.7% | -30.2% |
| All | -27.9% | +85.4% | -113.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling