+8.6%
AEIS vs BAM
+4.2%
+4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.2% | -17.3% | -12.5% |
| 7D | -12.7% | +14.2% | -26.9% | -16.2% |
| 30D | -28.8% | +21.0% | -49.8% | -33.3% |
| 3M | -38.0% | +5.2% | -43.2% | -38.9% |
| 6M | -45.3% | +16.0% | -61.3% | -48.3% |
| YTD | +1.1% | +6.5% | -5.3% | -1.9% |
| 1Y | +8.6% | +4.4% | +4.2% | +6.7% |
| All | +8.6% | +4.2% | +4.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling