+82.7%
SPG vs ACM
+1.1%
+81.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +2.0% | +5.6% | -3.6% | -0.3% |
| 30D | +17.2% | +20.8% | -3.6% | +8.6% |
| 3M | +6.3% | +11.4% | -5.1% | +1.3% |
| 6M | +18.7% | +0.9% | +17.8% | +16.7% |
| YTD | +30.1% | -24.8% | +54.9% | +43.9% |
| 1Y | +32.8% | -46.4% | +79.2% | +75.7% |
| 3Y | +133.6% | -9.2% | +142.8% | +117.2% |
| All | +82.7% | +1.1% | +81.7% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling