+59.5%
VYM vs BAM
+66.1%
-6.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.9% | -6.1% | +4.2% | -0.3% |
| 30D | -2.6% | -13.8% | +11.2% | +1.0% |
| 3M | +3.6% | +4.4% | -0.8% | +2.1% |
| 6M | +8.7% | +6.4% | +2.3% | +6.3% |
| YTD | +14.1% | -7.1% | +21.2% | +15.3% |
| 1Y | +17.8% | -11.8% | +29.6% | +20.3% |
| 3Y | +64.5% | +50.2% | +14.4% | +44.6% |
| All | +59.5% | +66.1% | -6.7% | +36.5% |
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