+80.8%
ECL vs BAM
+84.2%
-3.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.3% |
| 7D | +1.7% | +7.9% | -6.3% | +0.2% |
| 30D | +8.9% | +16.0% | -7.1% | +5.9% |
| 3M | +7.4% | +0.6% | +6.8% | +7.1% |
| 6M | +19.3% | +10.5% | +8.8% | +16.8% |
| YTD | +17.4% | +3.2% | +14.2% | +15.8% |
| 1Y | +19.4% | +1.0% | +18.4% | +18.1% |
| All | +80.8% | +84.2% | -3.4% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling