+71.6%
AME vs BAM
+84.8%
-13.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +1.1% | -2.9% | +4.0% | +2.0% |
| 30D | -4.1% | +14.7% | -18.8% | -8.0% |
| 3M | -6.3% | -4.1% | -2.2% | -5.4% |
| 6M | +3.5% | +9.6% | -6.0% | +0.2% |
| YTD | +17.3% | +3.4% | +13.9% | +14.9% |
| 1Y | +22.0% | +1.0% | +21.0% | +20.2% |
| 3Y | +62.0% | +88.2% | -26.2% | +33.4% |
| All | +71.6% | +84.8% | -13.2% | +40.2% |
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