+50.4%
AEP vs BAM
+86.2%
-35.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -2.8% | +9.7% | -12.5% | -3.3% |
| 30D | +3.6% | +19.0% | -15.3% | +2.8% |
| 3M | +1.8% | +0.6% | +1.2% | +1.7% |
| 6M | -3.1% | +11.1% | -14.2% | -3.8% |
| YTD | +12.2% | +4.2% | +8.1% | +11.8% |
| 1Y | +9.1% | +3.3% | +5.8% | +8.7% |
| 3Y | +77.9% | +88.8% | -10.9% | +60.7% |
| All | +50.4% | +86.2% | -35.8% | +35.4% |
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