+123.6%
EEM vs BAH
+211.3%
-87.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | -6.2% | +18.0% | -24.2% | -8.2% |
| 3M | -5.2% | +11.4% | -16.6% | -6.7% |
| 6M | -8.1% | +17.7% | -25.8% | -10.5% |
| YTD | +14.0% | +5.4% | +8.6% | +12.0% |
| 1Y | +13.8% | +2.8% | +11.1% | +12.2% |
| 3Y | +73.7% | -26.7% | +100.4% | +76.4% |
| 5Y | +34.6% | +8.1% | +26.5% | +22.7% |
| 10Y | +123.6% | +202.5% | -79.0% | +63.2% |
| All | +123.6% | +211.3% | -87.8% | +63.2% |
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 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