+15.9%
EW vs BAM
+78.0%
-62.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | -2.0% | +1.6% | 0.0% |
| 30D | +1.0% | -2.9% | +4.0% | +1.6% |
| 3M | +2.8% | +9.4% | -6.6% | +0.8% |
| 6M | +5.5% | +10.8% | -5.3% | +3.0% |
| YTD | +5.5% | -0.4% | +5.9% | +4.9% |
| 1Y | +11.0% | -10.9% | +21.9% | +12.9% |
| 3Y | +17.7% | +61.3% | -43.6% | +1.0% |
| All | +15.9% | +78.0% | -62.0% | -3.7% |
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 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