+70.4%
EXEL vs BAM
+3.7%
+66.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -2.4% | +5.0% | -7.4% | -2.6% |
| 30D | +17.9% | +16.6% | +1.3% | +17.2% |
| 3M | +33.3% | +2.2% | +31.1% | +32.6% |
| 6M | +46.6% | +9.7% | +36.9% | +45.2% |
| YTD | +61.0% | +5.2% | +55.8% | +56.3% |
| 1Y | +70.4% | +3.9% | +66.5% | +65.1% |
| All | +70.4% | +3.7% | +66.8% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling