+78.6%
XLI vs BAM
+67.8%
+10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -0.8% |
| 7D | -0.6% | -3.9% | +3.4% | +0.7% |
| 30D | -6.9% | -8.8% | +1.9% | -4.3% |
| 3M | -1.9% | +2.2% | -4.1% | -3.0% |
| 6M | +1.0% | +5.9% | -4.9% | -1.5% |
| YTD | +11.3% | -6.1% | +17.4% | +12.4% |
| 1Y | +15.8% | -11.6% | +27.4% | +19.0% |
| 3Y | +69.8% | +51.7% | +18.1% | +45.4% |
| All | +78.6% | +67.8% | +10.7% | +48.0% |
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