+246.3%
EXEL vs BAM
+78.0%
+168.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +8.4% | -2.0% | +10.3% | +8.6% |
| 30D | +4.1% | -2.9% | +7.0% | +4.3% |
| 3M | +12.4% | +9.4% | +3.0% | +10.8% |
| 6M | +41.5% | +10.8% | +30.8% | +38.9% |
| YTD | +34.6% | -0.4% | +35.1% | +33.8% |
| 1Y | +57.9% | -10.9% | +68.7% | +59.4% |
| 3Y | +159.5% | +61.3% | +98.2% | +149.3% |
| All | +246.3% | +78.0% | +168.3% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling