-3.8%
BAH vs AEIS
+228.8%
-232.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | -4.3% | +8.1% | -12.5% | -4.7% |
| 30D | -4.5% | -11.1% | +6.7% | -4.1% |
| 3M | -7.6% | -5.6% | -2.0% | -8.3% |
| 6M | -10.6% | -0.6% | -10.0% | -12.1% |
| YTD | -12.6% | +38.0% | -50.6% | -17.9% |
| 1Y | -27.0% | +87.2% | -114.2% | -34.3% |
| 3Y | -31.5% | +179.7% | -211.2% | -42.8% |
| 5Y | -3.8% | +241.7% | -245.6% | -24.0% |
| All | -3.8% | +228.8% | -232.6% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling