+38.8%
FXI vs BAM
+85.6%
-46.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | -2.7% | -1.5% | -3.6% |
| 30D | -1.1% | +15.5% | -16.6% | -4.8% |
| 3M | -4.0% | -6.9% | +2.9% | -2.4% |
| 6M | -11.8% | +9.9% | -21.7% | -14.6% |
| YTD | -11.9% | +1.4% | -13.3% | -13.1% |
| 1Y | -16.1% | +3.3% | -19.4% | -17.8% |
| 3Y | +38.8% | +83.6% | -44.8% | +11.8% |
| All | +38.8% | +85.6% | -46.8% | +11.8% |
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