+876.5%
BAC vs EME
+53,750.8%
-52,874.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.5% | +11.3% | -9.8% | -3.2% |
| 30D | -6.4% | -14.6% | +8.2% | -0.6% |
| 3M | -21.7% | -20.4% | -1.2% | -14.8% |
| 6M | +0.5% | -28.3% | +28.8% | +12.2% |
| YTD | -6.7% | +8.6% | -15.3% | -14.4% |
| 1Y | -4.7% | +3.2% | -7.9% | -10.8% |
| 3Y | +96.1% | +216.8% | -120.7% | +2.8% |
| 5Y | +21.7% | +417.5% | -395.8% | -50.0% |
| 10Y | +232.0% | +922.2% | -690.2% | -2.2% |
| All | +876.5% | +53,750.8% | -52,874.3% | +53.3% |
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