Conrad: ... but the yield of -1,4% for the 191 day run could almost not be right.
Why not? It is about what I get. I can't completely duplicate the results (unless I change my min $$$ to min shares), but I get a small loss too, just under 2%. B&H lost more, so AIM did a fine job. This is one of those cases where the AIM action cushions a negative stock trend, but not enough for a profit.
BTW, B&H with 33% cash would have done a bit worse, about -5%, so AIM did a bit more than cushion (in that case it would have stood between B&H with 33% cash and plain B&H).
I don't think AIM is designed to beat all other methods in the market. It is designed to reduce your risk and to turn you a decent profit, even in markets that go nowhere. In case you want profits in declining markets, don't turn to AIM. You might get lucky, but that is about it.
Regards,
Karel