-19.9%
ELV vs BAM
+67.8%
-87.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | -0.2% | -8.8% | +8.6% | +0.2% |
| 3M | -6.1% | +2.2% | -8.3% | -6.3% |
| 6M | +42.8% | +5.9% | +36.9% | +41.9% |
| YTD | +14.4% | -6.1% | +20.5% | +14.5% |
| 1Y | +28.6% | -11.6% | +40.2% | +29.1% |
| 3Y | -7.4% | +51.7% | -59.1% | -12.0% |
| All | -19.9% | +67.8% | -87.8% | -24.1% |
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 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