+36.5%
EMB vs BAH
+199.5%
-163.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.5% |
| 30D | +0.5% | +20.4% | -19.8% | -0.5% |
| 3M | -2.5% | +11.9% | -14.3% | -3.1% |
| 6M | -2.0% | +17.1% | -19.1% | -3.0% |
| YTD | -0.9% | +5.5% | -6.4% | -1.5% |
| 1Y | -0.3% | +5.6% | -5.9% | -1.0% |
| 3Y | +29.2% | -26.5% | +55.7% | +30.1% |
| 5Y | +7.4% | +6.5% | +1.0% | +4.7% |
| All | +36.5% | +199.5% | -163.1% | +27.5% |
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