+76.5%
ESI vs BAM
+81.2%
-4.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +5.5% | -2.7% | +8.2% | +6.9% |
| 30D | -7.8% | +15.5% | -23.3% | -14.7% |
| 3M | -15.0% | -6.9% | -8.2% | -12.4% |
| 6M | -24.9% | +9.9% | -34.8% | -29.4% |
| YTD | +33.2% | +1.4% | +31.8% | +29.7% |
| 1Y | +24.9% | +3.3% | +21.7% | +20.5% |
| 3Y | +77.8% | +83.6% | -5.9% | +25.8% |
| All | +76.5% | +81.2% | -4.7% | +23.2% |
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