+62.7%
EFA vs BAM
+89.0%
-26.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.4% | +9.7% | -11.1% | -4.1% |
| 30D | -1.2% | +19.0% | -20.2% | -6.2% |
| 3M | -5.1% | +0.6% | -5.6% | -5.5% |
| 6M | -1.2% | +11.1% | -12.3% | -4.8% |
| YTD | +7.8% | +4.2% | +3.6% | +5.3% |
| 1Y | +12.2% | +3.3% | +8.8% | +9.7% |
| All | +62.7% | +89.0% | -26.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling