+241.5%
EME vs BAH
-31.4%
+272.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.4% |
| 7D | +2.7% | -1.3% | +4.1% | +2.8% |
| 30D | -6.8% | -6.6% | -0.2% | -6.6% |
| 3M | -8.8% | -7.2% | -1.7% | -7.8% |
| 6M | +5.0% | -10.0% | +15.0% | +6.2% |
| YTD | +23.5% | -12.5% | +35.9% | +24.4% |
| 1Y | +21.3% | -27.9% | +49.2% | +25.5% |
| All | +241.5% | -31.4% | +272.9% | +234.0% |
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