+9.3%
VCLT vs BAM
+67.8%
-58.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | 0.0% | -3.9% | +3.9% | +0.4% |
| 30D | +0.1% | -8.8% | +8.9% | +1.1% |
| 3M | -2.9% | +2.2% | -5.1% | -3.2% |
| 6M | -4.0% | +5.9% | -9.9% | -4.8% |
| YTD | -2.2% | -6.1% | +3.9% | -2.0% |
| 1Y | -2.6% | -11.6% | +9.0% | -1.8% |
| 3Y | +12.3% | +51.7% | -39.4% | +4.2% |
| All | +9.3% | +67.8% | -58.5% | +0.8% |
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 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