+91.6%
ECL vs BAM
+78.0%
+13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.6% | -2.0% | -0.6% | -2.2% |
| 30D | -2.2% | -2.9% | +0.8% | -1.7% |
| 3M | +10.1% | +9.4% | +0.7% | +8.0% |
| 6M | -5.7% | +10.8% | -16.5% | -7.9% |
| YTD | +7.0% | -0.4% | +7.4% | +6.4% |
| 1Y | +2.7% | -10.9% | +13.5% | +4.0% |
| 3Y | +57.7% | +61.3% | -3.5% | +39.4% |
| All | +91.6% | +78.0% | +13.6% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling