+133.8%
ET vs BAM
+78.0%
+55.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | +7.5% | -2.9% | +10.4% | +8.0% |
| 3M | +11.4% | +9.4% | +2.0% | +8.6% |
| 6M | +18.5% | +10.8% | +7.8% | +14.7% |
| YTD | +37.4% | -0.4% | +37.8% | +36.3% |
| 1Y | +30.9% | -10.9% | +41.8% | +34.0% |
| 3Y | +98.7% | +61.3% | +37.5% | +72.6% |
| All | +133.8% | +78.0% | +55.9% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling