+61.0%
NEE vs BAM
+85.9%
-24.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.9% | +9.7% | -5.8% | +2.4% |
| 30D | +12.8% | +19.0% | -6.2% | +10.0% |
| 3M | +3.6% | +0.6% | +3.0% | +3.2% |
| 6M | -7.5% | +11.1% | -18.6% | -9.3% |
| YTD | +10.7% | +4.2% | +6.5% | +9.5% |
| 1Y | +9.1% | +3.3% | +5.8% | +8.0% |
| 3Y | +61.0% | +88.8% | -27.8% | +21.0% |
| All | +61.0% | +85.9% | -24.9% | +21.0% |
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