+76.9%
EXPD vs BAM
+80.8%
-3.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.1% |
| 7D | +3.6% | -2.0% | +5.6% | +4.1% |
| 30D | +0.3% | +13.7% | -13.4% | -3.3% |
| 3M | +6.1% | -4.8% | +10.8% | +7.1% |
| 6M | +27.4% | +7.6% | +19.8% | +24.0% |
| YTD | +32.0% | +1.2% | +30.8% | +30.3% |
| 1Y | +40.5% | -2.3% | +42.8% | +40.0% |
| 3Y | +75.7% | +84.1% | -8.4% | +40.1% |
| All | +76.9% | +80.8% | -3.9% | +40.1% |
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