-1.5%
EXE vs BAM
+81.2%
-82.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.3% | -2.7% | +8.0% | +5.8% |
| 30D | -2.2% | +15.5% | -17.7% | -5.1% |
| 3M | -5.9% | -6.9% | +1.0% | -4.7% |
| 6M | -5.7% | +9.9% | -15.6% | -8.2% |
| YTD | -17.8% | +1.4% | -19.2% | -19.0% |
| 1Y | -23.1% | +3.3% | -26.4% | -24.7% |
| 3Y | +21.2% | +83.6% | -62.5% | -1.7% |
| All | -1.5% | +81.2% | -82.7% | -22.2% |
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