+2,660.2%
EME vs BAH
+1,076.0%
+1,584.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +8.4% | +1.7% | +6.7% | +7.9% |
| 30D | -11.5% | +20.8% | -32.3% | -16.1% |
| 3M | -20.6% | +11.6% | -32.2% | -23.5% |
| 6M | -28.5% | +23.1% | -51.6% | -33.7% |
| YTD | +8.0% | +5.3% | +2.7% | +2.8% |
| 1Y | +6.8% | +6.1% | +0.6% | +1.1% |
| 3Y | +213.9% | -27.5% | +241.4% | +222.6% |
| 5Y | +414.8% | +6.2% | +408.6% | +352.5% |
| 10Y | +916.9% | +202.2% | +714.7% | +519.8% |
| All | +2,660.2% | +1,076.0% | +1,584.2% | +875.4% |
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