+394.8%
EME vs BAM
+67.8%
+327.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.5% |
| 7D | +2.7% | -3.9% | +6.7% | +4.4% |
| 30D | -6.8% | -8.8% | +2.0% | -3.5% |
| 3M | -8.8% | +2.2% | -11.0% | -10.3% |
| 6M | +5.0% | +5.9% | -0.9% | +1.2% |
| YTD | +23.5% | -6.1% | +29.6% | +24.8% |
| 1Y | +21.3% | -11.6% | +32.9% | +25.9% |
| 3Y | +241.1% | +51.7% | +189.4% | +198.5% |
| All | +394.8% | +67.8% | +327.0% | +324.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling