+34.6%
AEE vs BAM
+78.0%
-43.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.5% |
| 30D | -2.3% | -2.9% | +0.6% | -2.1% |
| 3M | +0.2% | +9.4% | -9.2% | -0.8% |
| 6M | -4.7% | +10.8% | -15.5% | -5.9% |
| YTD | +8.1% | -0.4% | +8.5% | +7.8% |
| 1Y | +8.5% | -10.9% | +19.4% | +9.6% |
| 3Y | +48.9% | +61.3% | -12.4% | +36.9% |
| All | +34.6% | +78.0% | -43.4% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling