-10.1%
BA vs EME
+19.7%
-29.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | -11.3% | -6.8% | -4.5% | -9.8% |
| 3M | -3.8% | -8.8% | +5.1% | -1.9% |
| 6M | -8.3% | +5.0% | -13.2% | -10.3% |
| YTD | -4.9% | +23.5% | -28.4% | -12.2% |
| 1Y | -10.1% | +21.3% | -31.4% | -15.6% |
| All | -10.1% | +19.7% | -29.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling