+5.6%
XYL vs BAM
+85.9%
-80.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.5% |
| 7D | +5.9% | +9.7% | -3.8% | +2.6% |
| 30D | -3.9% | +19.0% | -22.9% | -9.3% |
| 3M | -18.7% | +0.6% | -19.2% | -19.1% |
| 6M | -16.9% | +11.1% | -27.9% | -20.0% |
| YTD | -27.4% | +4.2% | -31.5% | -29.1% |
| 1Y | -34.0% | +3.3% | -37.3% | -35.5% |
| 3Y | +5.6% | +88.8% | -83.2% | -15.0% |
| All | +5.6% | +85.9% | -80.3% | -15.0% |
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