-62.4%
XE vs BAM
+12.8%
-75.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -0.1% | +5.0% | -5.1% | -1.9% |
| 30D | -20.0% | +16.6% | -36.6% | -26.1% |
| 3M | -46.9% | +2.2% | -49.1% | -46.7% |
| 6M | -63.7% | +9.7% | -73.3% | -64.9% |
| All | -62.4% | +12.8% | -75.2% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling