+116.5%
SPG vs ACM
+147.1%
-30.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | -0.9% |
| 7D | +5.1% | +6.9% | -1.8% | +1.1% |
| 30D | +16.8% | +19.1% | -2.2% | +5.8% |
| 3M | +5.7% | -6.9% | +12.6% | +8.6% |
| 6M | +17.8% | -12.0% | +29.8% | +23.3% |
| YTD | +30.1% | -25.1% | +55.2% | +47.5% |
| 1Y | +32.8% | -45.4% | +78.2% | +82.0% |
| 3Y | +137.2% | -6.9% | +144.1% | +123.2% |
| 5Y | +81.5% | +3.7% | +77.7% | +56.2% |
| 10Y | +116.5% | +135.8% | -19.3% | +13.1% |
| All | +116.5% | +147.1% | -30.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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