+83.3%
SE vs BAM
+78.0%
+5.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -6.1% | -2.0% | -4.1% | -5.1% |
| 30D | -2.5% | -2.9% | +0.5% | -0.7% |
| 3M | +21.7% | +9.4% | +12.3% | +15.9% |
| 6M | +27.0% | +10.8% | +16.2% | +19.9% |
| YTD | -12.1% | -0.4% | -11.7% | -12.6% |
| 1Y | -40.9% | -10.9% | -30.1% | -38.0% |
| 3Y | +191.0% | +61.3% | +129.7% | +125.8% |
| All | +83.3% | +78.0% | +5.3% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling