+23.8%
SE vs BAM
+86.2%
-62.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +2.0% | +9.7% | -7.7% | -3.1% |
| 30D | -20.0% | +19.0% | -39.0% | -27.5% |
| 3M | -31.8% | +0.6% | -32.3% | -32.1% |
| 6M | -15.9% | +11.1% | -27.0% | -21.0% |
| YTD | -40.6% | +4.2% | -44.8% | -42.6% |
| 1Y | -50.7% | +3.3% | -54.0% | -52.2% |
| 3Y | +70.3% | +88.8% | -18.5% | +20.2% |
| All | +23.8% | +86.2% | -62.4% | -12.2% |
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