+37.7%
ED vs BAM
+86.2%
-48.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | +1.6% | +9.7% | -8.1% | +1.6% |
| 30D | +13.3% | +19.0% | -5.7% | +13.2% |
| 3M | +9.7% | +0.6% | +9.2% | +9.6% |
| 6M | +12.8% | +11.1% | +1.7% | +12.7% |
| YTD | +22.3% | +4.2% | +18.1% | +22.3% |
| 1Y | +26.3% | +3.3% | +23.0% | +26.3% |
| 3Y | +45.0% | +88.8% | -43.7% | +36.5% |
| All | +37.7% | +86.2% | -48.5% | +29.5% |
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