+119.2%
XLC vs BAM
+81.2%
+38.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | -2.7% | +6.4% | +4.6% |
| 30D | -1.9% | +15.5% | -17.4% | -6.3% |
| 3M | -3.1% | -6.9% | +3.7% | -1.2% |
| 6M | -6.4% | +9.9% | -16.2% | -9.6% |
| YTD | -6.8% | +1.4% | -8.2% | -8.3% |
| 1Y | -1.7% | +3.3% | -5.0% | -3.9% |
| 3Y | +64.7% | +83.6% | -18.9% | +30.9% |
| All | +119.2% | +81.2% | +38.0% | +72.9% |
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 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