+1,284.9%
EME vs BAH
+207.1%
+1,077.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -2.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.3% |
| 30D | -8.4% | -2.9% | -5.4% | -7.9% |
| 3M | -3.6% | -1.3% | -2.3% | -4.0% |
| 6M | +3.6% | -0.9% | +4.4% | +2.3% |
| YTD | +22.5% | -8.2% | +30.7% | +21.9% |
| 1Y | +18.2% | -24.0% | +42.2% | +24.3% |
| 3Y | +238.4% | -28.1% | +266.5% | +242.4% |
| 5Y | +550.5% | +2.5% | +548.0% | +454.9% |
| All | +1,284.9% | +207.1% | +1,077.8% | +727.8% |
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 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