+299.0%
EOSE vs BAM
+67.8%
+231.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.5% |
| 7D | +15.0% | -3.9% | +18.9% | +18.5% |
| 30D | +2.5% | -8.8% | +11.3% | +10.9% |
| 3M | -33.7% | +2.2% | -35.9% | -35.1% |
| 6M | -32.7% | +5.9% | -38.7% | -35.3% |
| YTD | -63.8% | -6.1% | -57.7% | -61.7% |
| 1Y | -40.5% | -11.6% | -28.9% | -33.3% |
| 3Y | +50.4% | +51.7% | -1.3% | +18.3% |
| All | +299.0% | +67.8% | +231.2% | +199.5% |
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