+883.7%
BAH vs AEIS
+2,307.1%
-1,423.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.8% |
| 7D | -3.2% | +3.0% | -6.2% | -3.6% |
| 30D | +2.0% | -14.6% | +16.7% | +3.9% |
| 3M | -7.6% | -12.4% | +4.8% | -7.6% |
| 6M | -5.7% | -15.0% | +9.3% | -6.1% |
| YTD | -11.7% | +34.3% | -46.0% | -18.9% |
| 1Y | -27.4% | +87.4% | -114.7% | -37.3% |
| 3Y | -32.5% | +139.8% | -172.3% | -45.6% |
| 5Y | -3.3% | +220.7% | -224.1% | -27.7% |
| 10Y | +186.0% | +531.6% | -345.6% | +71.7% |
| All | +883.7% | +2,307.1% | -1,423.4% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling