+111.0%
ECL vs BAM
+90.5%
+20.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.5% |
| 7D | -0.5% | +5.3% | -5.8% | -1.6% |
| 30D | +8.8% | +18.1% | -9.3% | +5.2% |
| 3M | +7.8% | +4.2% | +3.6% | +6.7% |
| 6M | +21.3% | +11.1% | +10.2% | +18.4% |
| YTD | +17.8% | +6.6% | +11.2% | +15.4% |
| 1Y | +21.1% | +6.2% | +14.9% | +18.5% |
| 3Y | +80.1% | +95.0% | -14.9% | +52.4% |
| All | +111.0% | +90.5% | +20.4% | +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