+672.3%
AU vs SPG
+64.5%
+607.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +7.3% | -6.1% | +13.4% | +7.9% |
| 3M | +26.3% | -3.6% | +30.0% | +26.6% |
| 6M | +1.8% | +10.4% | -8.6% | +0.9% |
| YTD | +26.8% | +14.4% | +12.4% | +25.3% |
| 1Y | +66.7% | +16.5% | +50.1% | +64.4% |
| 3Y | +579.1% | +106.8% | +472.3% | +538.0% |
| 5Y | +689.3% | +108.9% | +580.4% | +634.1% |
| All | +672.3% | +64.5% | +607.8% | +681.6% |
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