+82.3%
XBI vs BAM
+81.2%
+1.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.1% |
| 30D | +2.6% | +15.5% | -12.9% | -2.5% |
| 3M | -4.0% | -6.9% | +2.8% | -1.8% |
| 6M | +10.9% | +9.9% | +1.0% | +6.5% |
| YTD | +23.6% | +1.4% | +22.2% | +21.1% |
| 1Y | +35.1% | +3.3% | +31.8% | +31.3% |
| 3Y | +125.2% | +83.6% | +41.5% | +74.0% |
| All | +82.3% | +81.2% | +1.1% | +40.4% |
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