+304.9%
EXEL vs BAM
+81.2%
+223.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | -2.7% | +1.9% | -0.5% |
| 30D | +13.1% | +15.5% | -2.4% | +11.1% |
| 3M | +36.3% | -6.9% | +43.2% | +37.4% |
| 6M | +34.5% | +9.9% | +24.6% | +32.3% |
| YTD | +57.4% | +1.4% | +56.0% | +56.0% |
| 1Y | +62.9% | +3.3% | +59.7% | +60.9% |
| 3Y | +229.5% | +83.6% | +145.9% | +214.4% |
| All | +304.9% | +81.2% | +223.7% | +283.8% |
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