-8.6%
XYL vs BAM
+90.5%
-99.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.7% |
| 7D | +2.1% | +5.3% | -3.2% | +0.4% |
| 30D | -3.4% | +18.1% | -21.4% | -8.2% |
| 3M | -17.2% | +4.2% | -21.4% | -18.4% |
| 6M | -12.0% | +11.1% | -23.1% | -15.2% |
| YTD | -26.3% | +6.6% | -32.9% | -28.4% |
| 1Y | -33.5% | +6.2% | -39.7% | -35.4% |
| 3Y | +6.4% | +95.0% | -88.6% | -14.2% |
| All | -8.6% | +90.5% | -99.1% | -26.5% |
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