+51.5%
FE vs BAM
+61.4%
-9.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +2.1% |
| 30D | -1.2% | -2.9% | +1.8% | -1.0% |
| 3M | +3.5% | +9.4% | -5.9% | +2.7% |
| 6M | -6.1% | +10.8% | -16.8% | -6.9% |
| YTD | +7.6% | -0.4% | +8.1% | +7.5% |
| 1Y | +11.9% | -10.9% | +22.8% | +12.9% |
| All | +51.5% | +61.4% | -9.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling