-48.0%
SE vs BAM
+2.1%
-50.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -2.7% |
| 7D | -7.7% | -2.9% | -4.9% | -6.2% |
| 30D | -22.8% | +14.7% | -37.5% | -28.3% |
| 3M | -43.7% | -4.1% | -39.6% | -42.3% |
| 6M | -12.8% | +9.6% | -22.4% | -17.0% |
| YTD | -42.0% | +3.4% | -45.4% | -44.3% |
| 1Y | -48.0% | +1.0% | -49.0% | -50.1% |
| All | -48.0% | +2.1% | -50.1% | -50.1% |
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