+30.2%
XLRE vs BAM
+81.2%
-51.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.6% |
| 30D | +6.9% | +15.5% | -8.6% | +2.8% |
| 3M | -0.8% | -6.9% | +6.0% | +0.8% |
| 6M | +2.1% | +9.9% | -7.8% | -1.1% |
| YTD | +12.6% | +1.4% | +11.2% | +11.0% |
| 1Y | +12.5% | +3.3% | +9.2% | +10.2% |
| 3Y | +44.2% | +83.6% | -39.4% | +13.7% |
| All | +30.2% | +81.2% | -51.1% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling