+73.3%
ELAN vs BAM
+66.1%
+7.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -6.4% | -6.1% | -0.3% | -3.7% |
| 30D | +0.6% | -13.8% | +14.4% | +7.4% |
| 3M | 0.0% | +4.4% | -4.4% | -2.6% |
| 6M | -3.4% | +6.4% | -9.8% | -6.7% |
| YTD | +1.0% | -7.1% | +8.1% | +3.2% |
| 1Y | +24.7% | -11.8% | +36.5% | +29.5% |
| 3Y | +97.2% | +50.2% | +47.1% | +46.4% |
| All | +73.3% | +66.1% | +7.2% | +20.1% |
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 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