+365.3%
SPG vs ACI
+18.9%
+346.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.2% |
| 7D | -2.7% | -5.0% | +2.4% | -2.2% |
| 30D | -7.3% | -2.3% | -5.0% | -7.1% |
| 3M | -3.5% | -23.2% | +19.7% | -1.3% |
| 6M | +8.5% | -29.5% | +37.9% | +11.8% |
| YTD | +13.0% | -28.6% | +41.6% | +16.2% |
| 1Y | +18.0% | -34.0% | +52.1% | +22.3% |
| 3Y | +104.5% | -45.0% | +149.5% | +115.2% |
| 5Y | +102.0% | -44.0% | +146.1% | +110.2% |
| All | +365.3% | +18.9% | +346.4% | +486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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