+26.4%
ET vs BAM
+4.2%
+22.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.7% | -2.8% |
| 7D | -6.0% | +14.2% | -20.3% | -4.7% |
| 30D | -6.1% | +21.0% | -27.1% | -4.4% |
| 3M | -2.7% | +5.2% | -7.9% | -1.9% |
| 6M | +0.2% | +16.0% | -15.7% | +2.0% |
| YTD | +24.3% | +6.5% | +17.9% | +25.7% |
| 1Y | +26.4% | +4.4% | +22.0% | +27.6% |
| All | +26.4% | +4.2% | +22.1% | +27.6% |
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 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