+376.5%
SPG vs ACI
+25.9%
+350.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | -6.8% | +5.9% | -12.7% | -7.4% |
| 3M | +2.7% | -19.8% | +22.5% | +4.6% |
| 6M | +5.5% | -24.7% | +30.2% | +8.0% |
| YTD | +15.7% | -24.4% | +40.1% | +18.3% |
| 1Y | +20.9% | -31.5% | +52.4% | +24.8% |
| 3Y | +112.4% | -38.7% | +151.1% | +121.1% |
| 5Y | +101.4% | -42.8% | +144.2% | +107.9% |
| All | +376.5% | +25.9% | +350.6% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling