+33.8%
XLP vs BAM
+81.2%
-47.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.5% | -2.7% | +5.2% | +2.8% |
| 30D | +7.3% | +15.5% | -8.2% | +6.0% |
| 3M | +8.1% | -6.9% | +14.9% | +8.6% |
| 6M | +10.5% | +9.9% | +0.6% | +9.4% |
| YTD | +21.2% | +1.4% | +19.8% | +20.6% |
| 1Y | +22.7% | +3.3% | +19.4% | +21.9% |
| 3Y | +44.8% | +83.6% | -38.8% | +33.5% |
| All | +33.8% | +81.2% | -47.5% | +23.0% |
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