+392.9%
BAC vs EME
+1,362.1%
-969.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.7% |
| 7D | 0.0% | +3.5% | -3.5% | -1.6% |
| 30D | -2.8% | -6.3% | +3.6% | -0.3% |
| 3M | +14.2% | -3.8% | +18.0% | +13.9% |
| 6M | +30.5% | +8.5% | +22.0% | +21.7% |
| YTD | +15.8% | +27.8% | -12.0% | -1.2% |
| 1Y | +26.2% | +22.2% | +3.9% | +7.2% |
| 3Y | +136.5% | +253.5% | -116.9% | +2.7% |
| 5Y | +75.9% | +578.6% | -502.7% | -50.6% |
| All | +392.9% | +1,362.1% | -969.2% | -12.8% |
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