+91.0%
EEM vs BAH
-32.1%
+123.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +3.1% | -4.3% | +7.4% | +3.1% |
| 30D | +4.9% | -4.5% | +9.3% | +4.9% |
| 3M | +5.2% | -7.6% | +12.8% | +5.8% |
| 6M | +20.7% | -10.6% | +31.3% | +21.4% |
| YTD | +26.5% | -12.6% | +39.0% | +27.1% |
| 1Y | +37.8% | -27.0% | +64.8% | +40.0% |
| 3Y | +91.0% | -31.5% | +122.5% | +88.7% |
| All | +91.0% | -32.1% | +123.1% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling