+321.0%
EXEL vs BAM
+90.5%
+230.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.8% |
| 7D | +2.3% | +5.3% | -3.0% | +1.6% |
| 30D | +19.8% | +18.1% | +1.8% | +17.3% |
| 3M | +32.7% | +4.2% | +28.5% | +31.7% |
| 6M | +49.0% | +11.1% | +37.9% | +46.4% |
| YTD | +63.7% | +6.6% | +57.1% | +61.2% |
| 1Y | +75.8% | +6.2% | +69.6% | +73.1% |
| 3Y | +241.3% | +95.0% | +146.3% | +223.4% |
| All | +321.0% | +90.5% | +230.5% | +296.4% |
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