+308.3%
EXEL vs BAM
+86.2%
+222.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +0.3% | +9.7% | -9.5% | -0.9% |
| 30D | +19.0% | +19.0% | +0.1% | +16.5% |
| 3M | +33.3% | +0.6% | +32.7% | +32.9% |
| 6M | +42.9% | +11.1% | +31.8% | +40.3% |
| YTD | +58.7% | +4.2% | +54.5% | +56.7% |
| 1Y | +70.5% | +3.3% | +67.2% | +68.5% |
| 3Y | +233.8% | +88.8% | +145.1% | +217.4% |
| All | +308.3% | +86.2% | +222.1% | +285.5% |
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