+58.1%
XLE vs BAM
+85.9%
-27.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -12.0% | +9.7% | -21.7% | -13.1% |
| 30D | -2.7% | +19.0% | -21.7% | -5.2% |
| 3M | +6.6% | +0.6% | +6.0% | +6.5% |
| 6M | +9.5% | +11.1% | -1.5% | +7.3% |
| YTD | +40.6% | +4.2% | +36.4% | +39.2% |
| 1Y | +43.6% | +3.3% | +40.3% | +42.3% |
| 3Y | +58.1% | +88.8% | -30.7% | +34.1% |
| All | +58.1% | +85.9% | -27.8% | +34.1% |
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