+35.0%
XLB vs BAM
+61.4%
-26.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | -0.4% | -2.9% | +2.5% | +0.4% |
| 3M | +2.0% | +9.4% | -7.4% | -1.2% |
| 6M | +1.8% | +10.8% | -8.9% | -2.1% |
| YTD | +16.6% | -0.4% | +17.0% | +15.6% |
| 1Y | +16.9% | -10.9% | +27.8% | +20.1% |
| All | +35.0% | +61.4% | -26.3% | +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 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