+30.1%
XLRE vs BAM
+80.8%
-50.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +6.0% | +13.7% | -7.6% | +2.4% |
| 3M | +0.5% | -4.8% | +5.3% | +1.6% |
| 6M | +1.2% | +7.6% | -6.4% | -1.4% |
| YTD | +12.6% | +1.2% | +11.4% | +11.1% |
| 1Y | +11.0% | -2.3% | +13.3% | +10.5% |
| 3Y | +43.0% | +84.1% | -41.1% | +12.7% |
| All | +30.1% | +80.8% | -50.7% | +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 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