-3.9%
ELF vs BAM
+4.2%
-8.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -0.9% |
| 7D | -1.5% | +14.2% | -15.8% | -7.8% |
| 30D | +9.5% | +21.0% | -11.4% | -0.3% |
| 3M | +29.4% | +5.2% | +24.2% | +25.5% |
| 6M | +83.7% | +16.0% | +67.7% | +69.6% |
| YTD | +49.4% | +6.5% | +43.0% | +38.9% |
| 1Y | -3.9% | +4.4% | -8.3% | -8.7% |
| All | -3.9% | +4.2% | -8.2% | -8.7% |
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 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