+98.3%
ELF vs BAM
+84.5%
+13.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -1.8% |
| 7D | -2.7% | +7.9% | -10.7% | -6.7% |
| 30D | +6.9% | +16.0% | -9.2% | -1.2% |
| 3M | +27.2% | +0.6% | +26.5% | +26.2% |
| 6M | +84.9% | +10.5% | +74.4% | +74.3% |
| YTD | +44.5% | +3.2% | +41.2% | +39.6% |
| 1Y | -6.8% | +1.0% | -7.8% | -8.6% |
| 3Y | +14.2% | +84.2% | -70.0% | -13.6% |
| All | +98.3% | +84.5% | +13.8% | +49.1% |
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