+81.5%
ACWI vs BAM
+86.2%
-4.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | -2.4% | +9.7% | -12.1% | -5.2% |
| 30D | -5.2% | +19.0% | -24.2% | -10.3% |
| 3M | -4.8% | +0.6% | -5.4% | -5.3% |
| 6M | -1.3% | +11.1% | -12.4% | -5.1% |
| YTD | +8.4% | +4.2% | +4.2% | +5.8% |
| 1Y | +11.0% | +3.3% | +7.7% | +8.6% |
| 3Y | +70.6% | +88.8% | -18.2% | +37.5% |
| All | +81.5% | +86.2% | -4.7% | +45.4% |
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