+75.9%
XLI vs BAM
+88.1%
-12.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -1.5% | +5.0% | -6.5% | -3.0% |
| 30D | -0.3% | +16.6% | -16.9% | -5.2% |
| 3M | -8.4% | +2.2% | -10.6% | -9.3% |
| 6M | -2.1% | +9.7% | -11.7% | -5.5% |
| YTD | +9.6% | +5.2% | +4.4% | +6.6% |
| 1Y | +10.7% | +3.9% | +6.8% | +8.0% |
| 3Y | +71.6% | +91.5% | -20.0% | +37.5% |
| All | +75.9% | +88.1% | -12.3% | +40.4% |
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