+78.6%
EFA vs BAM
+71.9%
+6.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | -0.7% | -6.0% | +5.3% | +0.9% |
| 3M | +6.4% | +7.3% | -0.9% | +3.8% |
| 6M | +11.4% | +8.2% | +3.2% | +8.2% |
| YTD | +14.0% | -3.8% | +17.8% | +14.2% |
| 1Y | +20.2% | -10.7% | +30.9% | +22.7% |
| 3Y | +68.2% | +55.3% | +12.9% | +41.7% |
| All | +78.6% | +71.9% | +6.7% | +45.6% |
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