+205.1%
AEIS vs BAM
+78.0%
+127.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +3.0% | -2.0% | +4.9% | +4.2% |
| 30D | -14.6% | -2.9% | -11.7% | -13.5% |
| 3M | -12.4% | +9.4% | -21.8% | -17.8% |
| 6M | -15.0% | +10.8% | -25.7% | -21.3% |
| YTD | +34.3% | -0.4% | +34.7% | +31.9% |
| 1Y | +87.4% | -10.9% | +98.2% | +97.8% |
| 3Y | +139.8% | +61.3% | +78.5% | +77.7% |
| All | +205.1% | +78.0% | +127.2% | +115.4% |
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