+313.5%
EOSE vs BAM
+71.9%
+241.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.4% | +14.2% | +13.7% |
| 7D | +41.4% | -1.6% | +43.0% | +42.8% |
| 30D | +3.6% | -6.0% | +9.6% | +9.2% |
| 3M | -35.7% | +7.3% | -43.1% | -39.8% |
| 6M | -29.9% | +8.2% | -38.1% | -33.7% |
| YTD | -62.5% | -3.8% | -58.6% | -61.1% |
| 1Y | -37.4% | -10.7% | -26.7% | -30.5% |
| 3Y | +55.8% | +55.3% | +0.5% | +20.1% |
| All | +313.5% | +71.9% | +241.6% | +204.0% |
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