+164.8%
ETN vs BAM
+78.0%
+86.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.2% |
| 7D | +2.0% | -2.0% | +4.0% | +3.0% |
| 30D | -7.9% | -2.9% | -5.0% | -6.8% |
| 3M | -1.6% | +9.4% | -11.0% | -5.9% |
| 6M | +16.9% | +10.8% | +6.1% | +10.5% |
| YTD | +30.1% | -0.4% | +30.5% | +28.8% |
| 1Y | +19.3% | -10.9% | +30.2% | +24.2% |
| 3Y | +82.5% | +61.3% | +21.3% | +48.0% |
| All | +164.8% | +78.0% | +86.8% | +105.7% |
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