-29.7%
ACI vs BAM
+90.5%
-120.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.8% |
| 7D | -5.9% | +5.3% | -11.2% | -6.2% |
| 30D | +7.2% | +18.1% | -10.9% | +6.4% |
| 3M | +8.8% | +4.2% | +4.6% | +8.5% |
| 6M | -17.2% | +11.1% | -28.3% | -17.6% |
| YTD | -21.3% | +6.6% | -27.9% | -21.5% |
| 1Y | -23.7% | +6.2% | -30.0% | -24.0% |
| 3Y | -32.8% | +95.0% | -127.9% | -36.1% |
| All | -29.7% | +90.5% | -120.2% | -33.2% |
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