+110.5%
ECL vs BAM
+88.1%
+22.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +0.4% | +5.0% | -4.5% | -0.5% |
| 30D | +8.6% | +16.6% | -8.0% | +5.3% |
| 3M | +7.9% | +2.2% | +5.7% | +7.2% |
| 6M | +21.0% | +9.7% | +11.4% | +18.4% |
| YTD | +17.5% | +5.2% | +12.3% | +15.4% |
| 1Y | +19.7% | +3.9% | +15.7% | +17.7% |
| 3Y | +77.4% | +91.5% | -14.1% | +50.8% |
| All | +110.5% | +88.1% | +22.3% | +77.6% |
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