-31.5%
XYL vs BAM
+4.2%
-35.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.2% | -1.2% | +2.9% |
| 7D | +14.5% | +14.2% | +0.3% | +9.9% |
| 30D | -1.3% | +21.0% | -22.3% | -6.8% |
| 3M | -17.0% | +5.2% | -22.2% | -18.7% |
| 6M | -11.3% | +16.0% | -27.3% | -15.4% |
| YTD | -25.0% | +6.5% | -31.4% | -27.6% |
| 1Y | -31.5% | +4.4% | -35.9% | -33.8% |
| All | -31.5% | +4.2% | -35.8% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling