+31.0%
FE vs BAM
+86.2%
-55.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.5% |
| 7D | -1.0% | +9.7% | -10.7% | -1.8% |
| 30D | +4.1% | +19.0% | -14.8% | +2.8% |
| 3M | -1.0% | +0.6% | -1.6% | -1.2% |
| 6M | +4.0% | +11.1% | -7.1% | +2.9% |
| YTD | +6.8% | +4.2% | +2.6% | +6.2% |
| 1Y | +5.3% | +3.3% | +2.0% | +4.7% |
| 3Y | +44.6% | +88.8% | -44.2% | +29.4% |
| All | +31.0% | +86.2% | -55.2% | +17.3% |
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