-35.2%
XYL vs BAM
-1.2%
-34.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | -8.3% | +15.5% | -23.8% | -12.1% |
| 3M | -21.4% | -6.9% | -14.6% | -20.4% |
| 6M | -12.9% | +9.9% | -22.8% | -15.5% |
| YTD | -30.1% | +1.4% | -31.5% | -31.5% |
| 1Y | -35.2% | +3.3% | -38.4% | -36.8% |
| All | -35.2% | -1.2% | -34.0% | -36.8% |
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