+14.2%
NEE vs BAM
+90.5%
-76.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | +2.2% | +5.3% | -3.1% | +1.3% |
| 30D | +12.3% | +18.1% | -5.8% | +9.2% |
| 3M | +3.4% | +4.2% | -0.8% | +2.4% |
| 6M | -5.3% | +11.1% | -16.4% | -7.3% |
| YTD | +10.6% | +6.6% | +4.0% | +8.7% |
| 1Y | +6.5% | +6.2% | +0.3% | +4.7% |
| 3Y | +73.5% | +95.0% | -21.5% | +43.4% |
| All | +14.2% | +90.5% | -76.4% | -5.4% |
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 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