+54.7%
XLE vs BAM
+84.5%
-29.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.5% |
| 7D | -10.3% | +7.9% | -18.2% | -11.5% |
| 30D | -3.3% | +16.0% | -19.4% | -5.8% |
| 3M | +8.2% | +0.6% | +7.5% | +7.9% |
| 6M | +5.0% | +10.5% | -5.5% | +2.5% |
| YTD | +40.6% | +3.2% | +37.4% | +38.8% |
| 1Y | +45.0% | +1.0% | +44.0% | +43.8% |
| 3Y | +56.3% | +84.2% | -27.9% | +30.6% |
| All | +54.7% | +84.5% | -29.8% | +27.9% |
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 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