+59.1%
XLE vs BAM
+84.8%
-25.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -0.2% | -2.9% | +2.6% | +0.2% |
| 30D | -4.0% | +14.7% | -18.7% | -6.3% |
| 3M | +4.6% | -4.1% | +8.8% | +5.3% |
| 6M | +12.3% | +9.6% | +2.7% | +9.8% |
| YTD | +44.5% | +3.4% | +41.1% | +42.7% |
| 1Y | +42.4% | +1.0% | +41.4% | +41.3% |
| 3Y | +67.0% | +88.2% | -21.2% | +38.8% |
| All | +59.1% | +84.8% | -25.8% | +31.4% |
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 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