+15.0%
EEM vs BAH
+6.2%
+8.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.0% |
| 7D | -3.0% | +5.8% | -8.8% | -2.3% |
| 30D | -10.3% | +28.7% | -39.0% | -7.8% |
| 3M | -6.6% | +20.9% | -27.5% | -4.4% |
| 6M | -3.4% | +15.2% | -18.5% | -0.2% |
| YTD | +13.2% | +7.1% | +6.1% | +16.0% |
| 1Y | +15.0% | +6.4% | +8.6% | +18.2% |
| All | +15.0% | +6.2% | +8.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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