+30.5%
XLP vs BAM
+86.2%
-55.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +0.7% | +9.7% | -9.0% | -0.1% |
| 30D | +10.3% | +19.0% | -8.7% | +8.6% |
| 3M | +6.5% | +0.6% | +6.0% | +6.3% |
| 6M | +8.4% | +11.1% | -2.7% | +7.2% |
| YTD | +18.2% | +4.2% | +14.0% | +17.4% |
| 1Y | +22.4% | +3.3% | +19.1% | +21.6% |
| 3Y | +41.9% | +88.8% | -46.9% | +30.5% |
| All | +30.5% | +86.2% | -55.7% | +19.7% |
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