+23.2%
SE vs BAM
+81.2%
-58.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.5% | -2.7% | +2.2% | +1.0% |
| 30D | -20.9% | +15.5% | -36.4% | -27.1% |
| 3M | -38.9% | -6.9% | -32.0% | -36.6% |
| 6M | -19.4% | +9.9% | -29.3% | -23.9% |
| YTD | -40.9% | +1.4% | -42.3% | -42.0% |
| 1Y | -46.2% | +3.3% | -49.5% | -47.8% |
| 3Y | +63.7% | +83.6% | -19.9% | +17.4% |
| All | +23.2% | +81.2% | -58.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling