+38.5%
ED vs BAM
+84.8%
-46.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | -0.9% | -2.9% | +1.9% | -0.9% |
| 30D | +11.2% | +14.7% | -3.5% | +11.1% |
| 3M | +11.8% | -4.1% | +15.9% | +11.6% |
| 6M | +14.1% | +9.6% | +4.5% | +14.0% |
| YTD | +23.0% | +3.4% | +19.5% | +23.0% |
| 1Y | +23.7% | +1.0% | +22.6% | +23.7% |
| 3Y | +47.7% | +88.2% | -40.5% | +39.0% |
| All | +38.5% | +84.8% | -46.4% | +30.2% |
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 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