+32.5%
EEM vs BAH
-24.1%
+56.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.0% | -1.7% |
| 7D | -0.7% | +2.4% | -3.1% | -0.5% |
| 30D | +2.4% | -2.9% | +5.3% | +2.2% |
| 3M | +4.2% | -1.3% | +5.5% | +5.3% |
| 6M | +14.8% | -0.9% | +15.7% | +16.0% |
| YTD | +23.1% | -8.2% | +31.3% | +24.2% |
| 1Y | +32.5% | -24.0% | +56.5% | +35.7% |
| All | +32.5% | -24.1% | +56.6% | +35.7% |
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