-49.7%
SE vs BAM
+5.0%
-54.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.7% |
| 7D | +3.3% | +5.3% | -2.0% | +0.6% |
| 30D | -18.2% | +18.1% | -36.2% | -25.1% |
| 3M | -31.3% | +4.2% | -35.5% | -32.5% |
| 6M | -10.1% | +11.1% | -21.2% | -15.0% |
| YTD | -38.9% | +6.6% | -45.5% | -42.5% |
| All | -49.7% | +5.0% | -54.7% | -52.9% |
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