+106.8%
ECL vs BAM
+86.2%
+20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -0.8% | +9.7% | -10.5% | -2.6% |
| 30D | +8.1% | +19.0% | -10.9% | +4.4% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +14.8% | +11.1% | +3.7% | +12.0% |
| 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% | +51.5% |
| All | +106.8% | +86.2% | +20.6% | +74.9% |
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