+296.0%
AEM vs BAM
+86.2%
+209.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +15.8% | +9.7% | +6.1% | +13.0% |
| 30D | +6.2% | +19.0% | -12.8% | +1.3% |
| 3M | +14.3% | +0.6% | +13.8% | +13.8% |
| 6M | +1.4% | +11.1% | -9.7% | -1.6% |
| YTD | +13.7% | +4.2% | +9.6% | +11.3% |
| 1Y | +21.3% | +3.3% | +18.0% | +18.8% |
| 3Y | +309.9% | +88.8% | +221.1% | +236.6% |
| All | +296.0% | +86.2% | +209.8% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling