+90.3%
ACGL vs BAM
+90.5%
-0.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | -1.1% | +5.3% | -6.4% | -1.7% |
| 30D | +13.1% | +18.1% | -5.0% | +11.0% |
| 3M | +9.8% | +4.2% | +5.6% | +9.1% |
| 6M | +15.3% | +11.1% | +4.2% | +13.6% |
| YTD | +12.7% | +6.6% | +6.1% | +11.3% |
| 1Y | +20.7% | +6.2% | +14.5% | +19.1% |
| 3Y | +34.3% | +95.0% | -60.7% | +23.8% |
| All | +90.3% | +90.5% | -0.3% | +76.1% |
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 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