-5.7%
AAL vs BAM
+86.2%
-91.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +4.6% | +9.7% | -5.1% | -1.5% |
| 30D | +2.6% | +19.0% | -16.4% | -8.3% |
| 3M | -17.8% | +0.6% | -18.3% | -18.2% |
| 6M | +1.9% | +11.1% | -9.2% | -5.1% |
| YTD | -14.0% | +4.2% | -18.2% | -17.0% |
| 1Y | +0.2% | +3.3% | -3.1% | -2.9% |
| 3Y | +13.0% | +88.8% | -75.7% | -21.7% |
| All | -5.7% | +86.2% | -91.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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