+41.5%
ESI vs BAM
-8.8%
+50.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +3.3% | -2.0% | +5.3% | +4.4% |
| 30D | -5.9% | -2.9% | -2.9% | -4.7% |
| 3M | -14.1% | +9.4% | -23.5% | -18.5% |
| 6M | +6.6% | +10.8% | -4.2% | -0.6% |
| YTD | +45.0% | -0.4% | +45.5% | +42.1% |
| 1Y | +41.5% | -10.9% | +52.3% | +48.8% |
| All | +41.5% | -8.8% | +50.3% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling