+1,111.8%
BAC vs EME
+61,143.5%
-60,031.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | -0.4% | -8.3% | +7.9% | +3.0% |
| 3M | +16.9% | -10.7% | +27.7% | +20.2% |
| 6M | +26.6% | +1.9% | +24.7% | +21.9% |
| YTD | +15.8% | +23.5% | -7.7% | +1.6% |
| 1Y | +27.2% | +18.0% | +9.2% | +11.6% |
| 3Y | +132.4% | +236.1% | -103.7% | +20.1% |
| 5Y | +72.6% | +527.9% | -455.3% | -34.4% |
| 10Y | +389.7% | +1,252.8% | -863.0% | +29.1% |
| All | +1,111.8% | +61,143.5% | -60,031.7% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling