-26.0%
BAH vs AEIS
+152.4%
-178.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.3% | -9.7% | +1.9% |
| 7D | -1.5% | +1.0% | -2.5% | -1.4% |
| 30D | +17.3% | -24.0% | +41.3% | +16.8% |
| 3M | +14.9% | -32.5% | +47.4% | +14.4% |
| 6M | +14.2% | -38.6% | +52.8% | +13.8% |
| YTD | +5.1% | +4.8% | +0.3% | -0.7% |
| 1Y | +2.1% | +1.3% | +0.7% | -3.3% |
| 3Y | -26.0% | +159.2% | -185.2% | -39.2% |
| All | -26.0% | +152.4% | -178.4% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling