+309.9%
AEM vs BAM
+85.9%
+224.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +15.8% | +9.7% | +6.1% | +12.6% |
| 30D | +6.2% | +19.0% | -12.8% | +0.6% |
| 3M | +14.3% | +0.6% | +13.8% | +13.7% |
| 6M | +1.4% | +11.1% | -9.7% | -2.0% |
| YTD | +13.7% | +4.2% | +9.6% | +10.8% |
| 1Y | +21.3% | +3.3% | +18.0% | +18.3% |
| 3Y | +309.9% | +88.8% | +221.1% | +188.8% |
| All | +309.9% | +85.9% | +224.0% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling