+54.6%
XLE vs BAM
+61.4%
-6.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +11.8% | -2.9% | +14.7% | +12.2% |
| 3M | +9.8% | +9.4% | +0.4% | +7.8% |
| 6M | +15.6% | +10.8% | +4.8% | +12.6% |
| YTD | +45.3% | -0.4% | +45.7% | +44.7% |
| 1Y | +48.3% | -10.9% | +59.2% | +51.9% |
| All | +54.6% | +61.4% | -6.8% | +32.5% |
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 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