+111.4%
ET vs BAM
+90.5%
+20.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.4% |
| 7D | -4.4% | +5.3% | -9.7% | -5.5% |
| 30D | -4.8% | +18.1% | -22.9% | -8.3% |
| 3M | -3.4% | +4.2% | -7.7% | -4.6% |
| 6M | +2.2% | +11.1% | -8.9% | -0.8% |
| YTD | +24.2% | +6.6% | +17.6% | +21.2% |
| 1Y | +24.5% | +6.2% | +18.3% | +21.4% |
| 3Y | +83.6% | +95.0% | -11.4% | +53.3% |
| All | +111.4% | +90.5% | +20.8% | +75.1% |
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