+435.8%
SPG vs ACI
+31.1%
+404.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +5.1% | -5.9% | +11.0% | +5.7% |
| 30D | +16.8% | +7.2% | +9.6% | +16.0% |
| 3M | +5.7% | +8.8% | -3.2% | +4.7% |
| 6M | +17.8% | -17.2% | +35.0% | +19.4% |
| YTD | +30.1% | -21.3% | +51.4% | +32.4% |
| 1Y | +32.8% | -23.7% | +56.5% | +35.6% |
| 3Y | +137.2% | -32.8% | +170.1% | +144.5% |
| 5Y | +81.5% | -41.4% | +122.9% | +87.2% |
| All | +435.8% | +31.1% | +404.7% | +568.0% |
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