+148.1%
EXPE vs BAM
+86.2%
+61.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.4% |
| 7D | -9.3% | +9.7% | -19.1% | -13.8% |
| 30D | +0.1% | +19.0% | -18.8% | -9.0% |
| 3M | -15.3% | +0.6% | -15.9% | -15.4% |
| 6M | +5.5% | +11.1% | -5.6% | -1.2% |
| YTD | -8.0% | +4.2% | -12.2% | -10.4% |
| 1Y | +18.9% | +3.3% | +15.5% | +16.1% |
| 3Y | +135.5% | +88.8% | +46.8% | +65.1% |
| All | +148.1% | +86.2% | +61.9% | +72.2% |
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