+39.5%
FXI vs BAM
+86.2%
-46.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +5.7% | +9.7% | -4.1% | +2.9% |
| 30D | +4.6% | +19.0% | -14.4% | -0.5% |
| 3M | -2.8% | +0.6% | -3.3% | -3.3% |
| 6M | -6.1% | +11.1% | -17.2% | -9.5% |
| YTD | -8.0% | +4.2% | -12.2% | -10.0% |
| 1Y | -11.3% | +3.3% | -14.7% | -13.2% |
| 3Y | +42.6% | +88.8% | -46.1% | +11.1% |
| All | +39.5% | +86.2% | -46.7% | +7.9% |
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