+77.8%
ECL vs BAM
+85.9%
-8.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -0.8% | +9.7% | -10.5% | -2.5% |
| 30D | +8.1% | +19.0% | -10.9% | +4.7% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +14.8% | +11.1% | +3.7% | +12.2% |
| YTD | +15.5% | +4.2% | +11.3% | +13.7% |
| 1Y | +20.1% | +3.3% | +16.8% | +18.3% |
| 3Y | +77.8% | +88.8% | -11.0% | +64.1% |
| All | +77.8% | +85.9% | -8.1% | +64.1% |
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