+116.1%
SPG vs ACGL
+332.0%
-215.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +5.6% | +1.3% | +4.3% | +4.7% |
| 30D | +17.6% | +14.2% | +3.4% | +8.2% |
| 3M | +7.5% | +11.1% | -3.6% | +0.4% |
| 6M | +18.5% | +16.4% | +2.2% | +7.2% |
| YTD | +30.9% | +13.8% | +17.1% | +19.4% |
| 1Y | +34.1% | +21.6% | +12.6% | +17.2% |
| 3Y | +135.5% | +33.5% | +102.0% | +84.0% |
| 5Y | +86.5% | +174.8% | -88.3% | -19.5% |
| 10Y | +116.1% | +330.4% | -214.3% | -22.0% |
| All | +116.1% | +332.0% | -215.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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