+84.2%
EEM vs BAH
+1,076.0%
-991.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | -5.4% | +20.8% | -26.2% | -8.7% |
| 3M | -8.6% | +11.6% | -20.2% | -10.8% |
| 6M | -8.9% | +23.1% | -32.0% | -13.2% |
| YTD | +11.9% | +5.3% | +6.7% | +8.8% |
| 1Y | +13.1% | +6.1% | +6.9% | +9.6% |
| 3Y | +70.7% | -27.5% | +98.1% | +73.9% |
| 5Y | +31.8% | +6.2% | +25.6% | +19.6% |
| 10Y | +119.5% | +202.2% | -82.7% | +45.6% |
| All | +84.2% | +1,076.0% | -991.8% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling