+40.4%
XLB vs BAM
+85.9%
-45.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.0% |
| 7D | -1.5% | +9.7% | -11.2% | -4.4% |
| 30D | +6.1% | +19.0% | -12.9% | +0.3% |
| 3M | 0.0% | +0.6% | -0.5% | -0.4% |
| 6M | 0.0% | +11.1% | -11.1% | -3.9% |
| YTD | +16.0% | +4.2% | +11.8% | +13.3% |
| 1Y | +24.7% | +3.3% | +21.4% | +21.9% |
| 3Y | +40.4% | +88.8% | -48.4% | +8.4% |
| All | +40.4% | +85.9% | -45.5% | +8.4% |
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 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