+82.7%
SPG vs ACI
-42.9%
+125.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +2.0% | +2.3% | -0.3% | +1.7% |
| 30D | +17.2% | +1.2% | +16.0% | +17.0% |
| 3M | +6.3% | +6.8% | -0.5% | +5.1% |
| 6M | +18.7% | -18.7% | +37.4% | +21.7% |
| YTD | +30.1% | -20.2% | +50.3% | +33.3% |
| 1Y | +32.8% | -23.7% | +56.5% | +37.1% |
| 3Y | +133.6% | -31.6% | +165.2% | +144.4% |
| All | +82.7% | -42.9% | +125.7% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling