+94.6%
ACGL vs BAM
+84.5%
+10.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +6.4% | +7.9% | -1.6% | +5.4% |
| 30D | +16.6% | +16.0% | +0.6% | +14.6% |
| 3M | +11.6% | +0.6% | +10.9% | +11.3% |
| 6M | +17.5% | +10.5% | +6.9% | +15.8% |
| YTD | +15.3% | +3.2% | +12.1% | +14.2% |
| 1Y | +26.3% | +1.0% | +25.3% | +25.4% |
| 3Y | +35.9% | +84.2% | -48.3% | +26.3% |
| All | +94.6% | +84.5% | +10.1% | +80.8% |
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