+75.9%
XLI vs BAM
+81.2%
-5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | -2.7% | +6.4% | +4.6% |
| 30D | +1.0% | +15.5% | -14.5% | -3.6% |
| 3M | -8.9% | -6.9% | -2.1% | -7.1% |
| 6M | -2.3% | +9.9% | -12.2% | -5.8% |
| YTD | +9.7% | +1.4% | +8.3% | +7.9% |
| 1Y | +12.3% | +3.3% | +9.0% | +9.7% |
| 3Y | +71.5% | +83.6% | -12.2% | +39.2% |
| All | +75.9% | +81.2% | -5.3% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling