+113.9%
ELF vs BAM
+88.1%
+25.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +6.3% | +5.0% | +1.3% | +3.7% |
| 30D | +8.5% | +16.6% | -8.1% | +0.1% |
| 3M | +24.4% | +2.2% | +22.2% | +22.6% |
| 6M | +94.7% | +9.7% | +85.1% | +84.4% |
| YTD | +55.9% | +5.2% | +50.6% | +49.2% |
| 1Y | +48.4% | +3.9% | +44.5% | +42.9% |
| 3Y | +24.6% | +91.5% | -66.9% | -7.2% |
| All | +113.9% | +88.1% | +25.8% | +59.4% |
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