+63.1%
XLE vs BAM
+81.2%
-18.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +5.4% | -2.7% | +8.1% | +5.8% |
| 30D | -3.9% | +15.5% | -19.5% | -6.4% |
| 3M | +7.0% | -6.9% | +13.9% | +8.2% |
| 6M | +14.2% | +9.9% | +4.3% | +11.5% |
| YTD | +48.2% | +1.4% | +46.8% | +46.7% |
| 1Y | +47.7% | +3.3% | +44.4% | +45.3% |
| 3Y | +70.0% | +83.6% | -13.6% | +41.9% |
| All | +63.1% | +81.2% | -18.1% | +35.1% |
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 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