+46.6%
EEM vs BAH
-3.7%
+50.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.0% |
| 30D | +5.1% | -6.6% | +11.7% | +5.3% |
| 3M | +4.6% | -7.2% | +11.7% | +5.1% |
| 6M | +17.8% | -10.0% | +27.8% | +18.4% |
| YTD | +25.8% | -12.5% | +38.3% | +26.4% |
| 1Y | +36.4% | -27.9% | +64.3% | +39.1% |
| 3Y | +90.0% | -31.4% | +121.4% | +90.3% |
| 5Y | +46.6% | -3.2% | +49.8% | +42.7% |
| All | +46.6% | -3.7% | +50.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling