-19.5%
ELF vs BAM
+61.4%
-80.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +5.4% | -2.0% | +7.3% | +6.6% |
| 30D | +27.0% | -2.9% | +29.9% | +28.8% |
| 3M | +113.2% | +9.4% | +103.8% | +101.0% |
| 6M | +36.6% | +10.8% | +25.8% | +27.4% |
| YTD | +44.2% | -0.4% | +44.7% | +41.8% |
| 1Y | -18.0% | -10.9% | -7.1% | -13.2% |
| All | -19.5% | +61.4% | -80.9% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling