+323.2%
AEM vs BAM
+78.0%
+245.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | +24.0% | -2.9% | +26.9% | +24.8% |
| 3M | +16.1% | +9.4% | +6.7% | +13.4% |
| 6M | -11.6% | +10.8% | -22.4% | -13.9% |
| YTD | +21.5% | -0.4% | +22.0% | +20.6% |
| 1Y | +39.2% | -10.9% | +50.0% | +40.9% |
| 3Y | +347.4% | +61.3% | +286.2% | +278.3% |
| All | +323.2% | +78.0% | +245.2% | +253.9% |
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