+126.0%
SPG vs ACM
-12.3%
+138.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.9% | +5.4% | -0.5% | +3.4% |
| 30D | +15.6% | +15.1% | +0.5% | +11.4% |
| 3M | +4.1% | -10.5% | +14.5% | +6.9% |
| 6M | +13.6% | -19.7% | +33.3% | +20.2% |
| YTD | +27.5% | -28.8% | +56.4% | +39.4% |
| 1Y | +32.2% | -47.9% | +80.1% | +64.8% |
| 3Y | +126.0% | -12.4% | +138.4% | +104.2% |
| All | +126.0% | -12.3% | +138.3% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling