+28.1%
BA vs EME
+996.0%
-967.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.3% | -7.9% | -4.5% |
| 7D | -1.7% | -4.4% | +2.7% | -0.3% |
| 30D | -9.5% | -17.3% | +7.8% | -0.9% |
| 3M | -26.5% | -20.0% | -6.4% | -18.6% |
| 6M | -27.4% | -29.1% | +1.7% | -15.6% |
| YTD | -20.6% | +6.9% | -27.6% | -28.4% |
| 1Y | -11.4% | +0.8% | -12.2% | -17.6% |
| 3Y | -10.8% | +214.4% | -225.2% | -65.6% |
| 5Y | -21.9% | +404.2% | -426.1% | -79.6% |
| 10Y | +28.1% | +941.9% | -913.8% | -80.5% |
| All | +28.1% | +996.0% | -967.8% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling