+59.9%
XLE vs BAM
+78.0%
-18.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 6M | +15.6% | +10.8% | +4.8% | +12.4% |
| YTD | +45.3% | -0.4% | +45.7% | +44.4% |
| 1Y | +48.3% | -10.9% | +59.2% | +51.5% |
| 3Y | +55.4% | +61.3% | -5.8% | +33.6% |
| All | +59.9% | +78.0% | -18.1% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling