+32.5%
XLP vs BAM
+84.8%
-52.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -0.5% | -2.9% | +2.3% | -0.3% |
| 30D | +8.3% | +14.7% | -6.3% | +7.0% |
| 3M | +8.7% | -4.1% | +12.8% | +8.9% |
| 6M | +11.2% | +9.6% | +1.6% | +10.1% |
| YTD | +20.0% | +3.4% | +16.6% | +19.2% |
| 1Y | +21.3% | +1.0% | +20.3% | +20.8% |
| 3Y | +43.8% | +88.2% | -44.4% | +32.3% |
| All | +32.5% | +84.8% | -52.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling