+49.1%
AEP vs BAM
+71.9%
-22.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.9% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | +0.5% | -6.0% | +6.5% | +0.8% |
| 3M | -0.3% | +7.3% | -7.7% | -0.8% |
| 6M | -3.5% | +8.2% | -11.7% | -4.0% |
| YTD | +11.3% | -3.8% | +15.1% | +11.3% |
| 1Y | +20.2% | -10.7% | +31.0% | +20.8% |
| 3Y | +79.8% | +55.3% | +24.4% | +64.5% |
| All | +49.1% | +71.9% | -22.8% | +34.8% |
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 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