+28.8%
EMB vs BAM
+85.9%
-57.1%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | +9.7% | -9.8% | -1.2% |
| 30D | +1.3% | +19.0% | -17.7% | -0.8% |
| 3M | -2.7% | +0.6% | -3.3% | -2.9% |
| 6M | -2.8% | +11.1% | -13.9% | -4.3% |
| YTD | -1.1% | +4.2% | -5.3% | -2.1% |
| 1Y | 0.0% | +3.3% | -3.3% | -1.0% |
| 3Y | +28.8% | +88.8% | -60.0% | +11.3% |
| All | +28.8% | +85.9% | -57.1% | +11.3% |
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