+100.9%
ELAN vs BAM
+80.8%
+20.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | +11.9% | -2.0% | +13.9% | +13.0% |
| 30D | +18.3% | +13.7% | +4.6% | +11.6% |
| 3M | +19.7% | -4.8% | +24.5% | +22.2% |
| 6M | +23.7% | +7.6% | +16.1% | +18.8% |
| YTD | +17.1% | +1.2% | +16.0% | +15.1% |
| 1Y | +20.2% | -2.3% | +22.4% | +19.7% |
| 3Y | +148.1% | +84.1% | +64.0% | +65.5% |
| All | +100.9% | +80.8% | +20.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling