+35.3%
AEE vs BAM
+67.8%
-32.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.2% |
| 7D | +1.1% | -3.9% | +5.0% | +1.4% |
| 30D | 0.0% | -8.8% | +8.8% | +0.8% |
| 3M | -0.9% | +2.2% | -3.1% | -1.3% |
| 6M | -2.4% | +5.9% | -8.3% | -3.2% |
| YTD | +8.6% | -6.1% | +14.8% | +8.9% |
| 1Y | +10.2% | -11.6% | +21.8% | +11.0% |
| 3Y | +47.8% | +51.7% | -3.9% | +36.6% |
| All | +35.3% | +67.8% | -32.5% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling