+125.7%
EEM vs BAH
+207.1%
-81.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.0% | -2.8% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | +2.4% | -2.9% | +5.3% | +2.7% |
| 3M | +4.2% | -1.3% | +5.5% | +4.1% |
| 6M | +14.8% | -0.9% | +15.7% | +14.2% |
| YTD | +23.1% | -8.2% | +31.3% | +23.3% |
| 1Y | +32.5% | -24.0% | +56.5% | +36.7% |
| 3Y | +85.9% | -28.1% | +114.0% | +87.0% |
| 5Y | +43.6% | +2.5% | +41.1% | +30.4% |
| All | +125.7% | +207.1% | -81.4% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling