+18.6%
AEP vs BAM
-12.6%
+31.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.7% |
| 7D | +0.9% | -3.9% | +4.8% | +0.7% |
| 30D | +1.5% | -8.8% | +10.3% | +1.1% |
| 3M | -1.7% | +2.2% | -3.9% | -1.5% |
| 6M | -4.0% | +5.9% | -10.0% | -3.7% |
| YTD | +10.6% | -6.1% | +16.7% | +10.2% |
| 1Y | +18.6% | -11.6% | +30.2% | +18.6% |
| All | +18.6% | -12.6% | +31.2% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling