+117.3%
XLC vs BAM
+88.1%
+29.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.8% |
| 7D | +6.2% | +5.0% | +1.2% | +4.6% |
| 30D | -2.4% | +16.6% | -19.0% | -7.0% |
| 3M | -3.3% | +2.2% | -5.5% | -4.2% |
| 6M | -7.3% | +9.7% | -17.0% | -10.4% |
| YTD | -7.6% | +5.2% | -12.9% | -10.1% |
| 1Y | -3.7% | +3.9% | -7.6% | -6.0% |
| 3Y | +62.9% | +91.5% | -28.6% | +27.8% |
| All | +117.3% | +88.1% | +29.2% | +69.5% |
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