+6.1%
SRE vs BAM
+86.2%
-80.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -9.2% | +9.7% | -18.9% | -10.9% |
| 30D | -1.9% | +19.0% | -20.9% | -5.4% |
| 3M | -6.5% | +0.6% | -7.1% | -6.9% |
| 6M | -15.2% | +11.1% | -26.3% | -17.7% |
| YTD | -9.5% | +4.2% | -13.6% | -11.0% |
| 1Y | -13.2% | +3.3% | -16.5% | -14.6% |
| 3Y | +19.5% | +88.8% | -69.3% | +2.4% |
| All | +6.1% | +86.2% | -80.2% | -9.9% |
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 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