+115.0%
ET vs BAM
+80.8%
+34.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | -3.5% | +13.7% | -17.1% | -6.4% |
| 3M | -5.6% | -4.8% | -0.9% | -4.8% |
| 6M | +0.5% | +7.6% | -7.1% | -1.9% |
| YTD | +26.3% | +1.2% | +25.2% | +24.7% |
| 1Y | +25.7% | -2.3% | +27.9% | +25.0% |
| 3Y | +85.1% | +84.1% | +1.0% | +56.4% |
| All | +115.0% | +80.8% | +34.2% | +80.1% |
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 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