+105.7%
EFV vs BAM
+90.5%
+15.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.1% |
| 7D | +1.7% | +5.3% | -3.5% | +0.4% |
| 30D | +3.4% | +18.1% | -14.7% | -1.0% |
| 3M | -1.7% | +4.2% | -5.9% | -3.0% |
| 6M | +6.4% | +11.1% | -4.7% | +3.0% |
| YTD | +16.3% | +6.6% | +9.7% | +13.2% |
| 1Y | +22.9% | +6.2% | +16.7% | +19.7% |
| 3Y | +92.8% | +95.0% | -2.2% | +54.2% |
| All | +105.7% | +90.5% | +15.1% | +64.2% |
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