+29.4%
EMB vs BAH
-26.3%
+55.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.1% |
| 7D | -0.1% | -3.5% | +3.5% | 0.0% |
| 30D | +1.3% | +24.3% | -23.0% | +0.8% |
| 3M | -2.2% | +16.3% | -18.6% | -2.6% |
| 6M | -2.3% | +13.6% | -15.9% | -2.7% |
| YTD | -0.6% | +3.5% | -4.1% | -0.8% |
| 1Y | +0.5% | +2.7% | -2.2% | +0.3% |
| 3Y | +29.4% | -26.6% | +56.0% | +29.9% |
| All | +29.4% | -26.3% | +55.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling