+116.9%
XLC vs BAM
+80.8%
+36.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +3.1% | -2.0% | +5.1% | +3.7% |
| 30D | -4.2% | +13.7% | -17.9% | -8.1% |
| 3M | -2.1% | -4.8% | +2.6% | -0.9% |
| 6M | -6.6% | +7.6% | -14.2% | -9.3% |
| YTD | -7.8% | +1.2% | -8.9% | -9.2% |
| 1Y | -4.1% | -2.3% | -1.8% | -4.6% |
| 3Y | +62.6% | +84.1% | -21.5% | +29.1% |
| All | +116.9% | +80.8% | +36.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling