+24.7%
ELAN vs BAM
-12.8%
+37.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -6.4% | -6.1% | -0.3% | -4.4% |
| 30D | +0.6% | -13.8% | +14.4% | +5.5% |
| 3M | 0.0% | +4.4% | -4.4% | -2.1% |
| 6M | -3.4% | +6.4% | -9.8% | -5.9% |
| YTD | +1.0% | -7.1% | +8.1% | +1.0% |
| 1Y | +24.7% | -11.8% | +36.5% | +26.6% |
| All | +24.7% | -12.8% | +37.5% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling