-47.9%
EL vs BAM
+90.5%
-138.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.7% |
| 7D | +8.0% | +5.3% | +2.7% | +5.4% |
| 30D | +15.4% | +18.1% | -2.7% | +6.2% |
| 3M | +28.5% | +4.2% | +24.3% | +25.7% |
| 6M | +32.2% | +11.1% | +21.2% | +24.9% |
| YTD | +9.2% | +6.6% | +2.6% | +4.7% |
| 1Y | +30.8% | +6.2% | +24.6% | +25.5% |
| 3Y | +3.7% | +95.0% | -91.3% | -22.3% |
| All | -47.9% | +90.5% | -138.5% | -60.7% |
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 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