+46.7%
XLU vs BAM
+48.7%
-2.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.2% | -6.1% | +4.9% | -0.3% |
| 30D | -2.5% | -13.8% | +11.3% | -0.4% |
| 3M | -2.7% | +4.4% | -7.1% | -3.7% |
| 6M | -7.5% | +6.4% | -13.9% | -8.8% |
| YTD | +0.9% | -7.1% | +8.0% | +1.6% |
| 1Y | +3.3% | -11.8% | +15.1% | +4.8% |
| All | +46.7% | +48.7% | -2.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling