-2.8%
EXE vs BAM
+88.1%
-90.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | -2.2% | +5.0% | -7.2% | -3.2% |
| 30D | -0.3% | +16.6% | -16.9% | -3.4% |
| 3M | -9.3% | +2.2% | -11.5% | -9.9% |
| 6M | -7.2% | +9.7% | -16.9% | -9.5% |
| YTD | -18.9% | +5.2% | -24.2% | -20.6% |
| 1Y | -21.7% | +3.9% | -25.6% | -23.1% |
| 3Y | +21.0% | +91.5% | -70.6% | -2.7% |
| All | -2.8% | +88.1% | -90.9% | -23.7% |
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 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