+318.7%
AEM vs BAM
+67.8%
+250.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.0% |
| 7D | +3.0% | -3.9% | +6.9% | +4.1% |
| 30D | +12.5% | -8.8% | +21.3% | +15.1% |
| 3M | +26.9% | +2.2% | +24.7% | +26.1% |
| 6M | -9.4% | +5.9% | -15.4% | -10.7% |
| YTD | +20.3% | -6.1% | +26.4% | +21.1% |
| 1Y | +33.8% | -11.6% | +45.4% | +36.0% |
| 3Y | +349.8% | +51.7% | +298.1% | +286.1% |
| All | +318.7% | +67.8% | +250.9% | +255.5% |
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