+41.6%
AA vs SPG
+113.9%
-72.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +0.5% | +2.0% | -1.5% | -0.6% |
| 30D | -0.6% | +17.2% | -17.8% | -9.5% |
| 3M | -19.7% | +6.3% | -26.0% | -22.6% |
| 6M | -41.6% | +18.7% | -60.3% | -47.6% |
| YTD | -24.6% | +30.1% | -54.7% | -36.7% |
| 1Y | +4.9% | +32.8% | -27.9% | -12.9% |
| 3Y | +66.8% | +133.6% | -66.7% | -0.5% |
| 5Y | -19.4% | +84.4% | -103.8% | -45.7% |
| All | +41.6% | +113.9% | -72.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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