+4.7%
EMB vs BAH
-26.7%
+31.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.3% | -6.6% | +6.3% | -0.3% |
| 3M | -0.3% | -7.2% | +6.9% | -0.3% |
| 6M | +0.7% | -10.0% | +10.7% | +0.7% |
| YTD | +1.3% | -12.5% | +13.7% | +1.4% |
| 1Y | +4.7% | -27.9% | +32.6% | +4.5% |
| All | +4.7% | -26.7% | +31.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling