+73.1%
ALLE vs BAM
+84.5%
-11.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -1.8% |
| 7D | 0.0% | +7.9% | -7.9% | -2.7% |
| 30D | +20.6% | +16.0% | +4.5% | +14.5% |
| 3M | +11.4% | +0.6% | +10.8% | +10.9% |
| 6M | +42.5% | +10.5% | +32.0% | +37.1% |
| YTD | +18.9% | +3.2% | +15.7% | +16.4% |
| 1Y | +14.2% | +1.0% | +13.1% | +12.5% |
| 3Y | +90.7% | +84.2% | +6.5% | +42.6% |
| All | +73.1% | +84.5% | -11.4% | +27.8% |
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