+12.1%
AGG vs BAM
+67.8%
-55.7%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.1% |
| 7D | -0.2% | -3.9% | +3.8% | 0.0% |
| 30D | -0.2% | -8.8% | +8.6% | +0.1% |
| 3M | -0.7% | +2.2% | -2.9% | -0.8% |
| 6M | -1.8% | +5.9% | -7.7% | -2.0% |
| YTD | -0.6% | -6.1% | +5.5% | -0.5% |
| 1Y | +0.4% | -11.6% | +12.0% | +0.6% |
| 3Y | +13.2% | +51.7% | -38.5% | +10.1% |
| All | +12.1% | +67.8% | -55.7% | +9.1% |
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