+29.7%
EMB vs BAH
+182.5%
-152.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.5% |
| 30D | -0.5% | -4.5% | +4.0% | -0.3% |
| 3M | +0.3% | -7.6% | +7.9% | +0.6% |
| 6M | +1.2% | -10.6% | +11.8% | +1.6% |
| YTD | +1.5% | -12.6% | +14.0% | +1.8% |
| 1Y | +4.8% | -27.0% | +31.8% | +6.2% |
| 3Y | +30.4% | -31.5% | +61.8% | +31.4% |
| 5Y | +7.3% | -3.8% | +11.1% | +4.9% |
| 10Y | +29.7% | +183.9% | -154.2% | +20.9% |
| All | +29.7% | +182.5% | -152.8% | +20.9% |
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