+110.9%
SPG vs ACM
+155.0%
-44.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.9% | +5.4% | -0.5% | +1.9% |
| 30D | +15.6% | +15.1% | +0.5% | +6.9% |
| 3M | +4.1% | -10.5% | +14.5% | +9.3% |
| 6M | +13.6% | -19.7% | +33.3% | +25.2% |
| YTD | +27.5% | -28.8% | +56.4% | +48.4% |
| 1Y | +32.2% | -47.9% | +80.1% | +84.8% |
| 3Y | +126.0% | -12.4% | +138.4% | +121.0% |
| 5Y | +74.7% | +0.6% | +74.2% | +53.7% |
| All | +110.9% | +155.0% | -44.1% | +17.0% |
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