+73.1%
BAC vs EME
+544.7%
-471.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.1% |
| 7D | +0.6% | +2.7% | -2.1% | -0.1% |
| 30D | -1.4% | -6.8% | +5.4% | +0.3% |
| 3M | +15.7% | -8.8% | +24.6% | +17.5% |
| 6M | +32.2% | +5.0% | +27.2% | +27.9% |
| YTD | +15.8% | +23.5% | -7.7% | +5.8% |
| 1Y | +27.3% | +21.3% | +6.0% | +14.8% |
| 3Y | +137.5% | +241.1% | -103.6% | +32.8% |
| 5Y | +73.1% | +549.2% | -476.1% | -32.5% |
| All | +73.1% | +544.7% | -471.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling