+38.4%
FXI vs BAM
+90.5%
-52.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -1.5% |
| 7D | +4.4% | +5.3% | -0.9% | +2.9% |
| 30D | +1.2% | +18.1% | -16.9% | -3.5% |
| 3M | -4.2% | +4.2% | -8.4% | -5.6% |
| 6M | -6.2% | +11.1% | -17.3% | -9.6% |
| YTD | -8.8% | +6.6% | -15.4% | -11.4% |
| 1Y | -11.6% | +6.2% | -17.8% | -14.2% |
| 3Y | +45.1% | +95.0% | -49.9% | +11.9% |
| All | +38.4% | +90.5% | -52.2% | +6.3% |
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 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