+118.7%
ETR vs BAM
+90.5%
+28.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | +1.7% | +5.3% | -3.5% | +0.9% |
| 30D | +8.7% | +18.1% | -9.3% | +5.9% |
| 3M | +4.9% | +4.2% | +0.7% | +4.0% |
| 6M | +0.8% | +11.1% | -10.3% | -1.2% |
| YTD | +23.1% | +6.6% | +16.5% | +21.2% |
| 1Y | +17.9% | +6.2% | +11.7% | +16.0% |
| 3Y | +154.5% | +95.0% | +59.5% | +122.6% |
| All | +118.7% | +90.5% | +28.1% | +90.9% |
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 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