+92.2%
ACGL vs BAM
+80.8%
+11.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -1.2% | -2.0% | +0.8% | -1.0% |
| 30D | +12.8% | +13.7% | -0.9% | +11.1% |
| 3M | +12.3% | -4.8% | +17.0% | +12.7% |
| 6M | +15.8% | +7.6% | +8.2% | +14.5% |
| YTD | +13.9% | +1.2% | +12.7% | +13.1% |
| 1Y | +19.0% | -2.3% | +21.3% | +18.6% |
| 3Y | +33.7% | +84.1% | -50.4% | +24.0% |
| All | +92.2% | +80.8% | +11.4% | +79.0% |
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