+77.2%
EMB vs BAH
+1,077.1%
-999.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +1.1% | +18.0% | -16.9% | +0.2% |
| 3M | -2.0% | +11.4% | -13.4% | -2.6% |
| 6M | -1.9% | +17.7% | -19.6% | -2.9% |
| YTD | -0.5% | +5.4% | -5.9% | -1.1% |
| 1Y | +0.1% | +2.8% | -2.7% | -0.5% |
| 3Y | +29.7% | -26.7% | +56.3% | +30.5% |
| 5Y | +8.1% | +8.1% | 0.0% | +5.9% |
| 10Y | +36.3% | +202.5% | -166.3% | +26.6% |
| All | +77.2% | +1,077.1% | -999.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling