+7.6%
EMB vs BAH
-3.4%
+11.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.1% |
| 30D | -0.3% | +2.0% | -2.3% | -0.4% |
| 3M | -0.4% | -7.6% | +7.2% | -0.2% |
| 6M | +0.1% | -5.7% | +5.8% | +0.2% |
| YTD | +1.6% | -11.7% | +13.3% | +1.8% |
| 1Y | +5.6% | -27.4% | +33.0% | +6.7% |
| 3Y | +29.8% | -32.5% | +62.4% | +30.4% |
| All | +7.6% | -3.4% | +11.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling