+215.1%
EWT vs BAM
+71.9%
+143.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.7% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +8.2% | -6.0% | +14.2% | +10.5% |
| 3M | +11.1% | +7.3% | +3.7% | +7.7% |
| 6M | +60.4% | +8.2% | +52.2% | +54.9% |
| YTD | +75.6% | -3.8% | +79.4% | +76.3% |
| 1Y | +91.3% | -10.7% | +102.0% | +97.1% |
| 3Y | +200.3% | +55.3% | +144.9% | +152.8% |
| All | +215.1% | +71.9% | +143.2% | +156.3% |
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