+358.5%
SPG vs ACM
+230.8%
+127.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.4% | -3.7% | +1.4% | -0.5% |
| 30D | -6.8% | -11.1% | +4.3% | -1.9% |
| 3M | +2.7% | -8.0% | +10.7% | +5.7% |
| 6M | +5.5% | -29.7% | +35.1% | +23.5% |
| YTD | +15.7% | -29.4% | +45.1% | +33.7% |
| 1Y | +20.9% | -46.4% | +67.3% | +60.1% |
| 3Y | +112.4% | -22.3% | +134.7% | +126.8% |
| 5Y | +101.4% | +4.5% | +96.9% | +80.8% |
| 10Y | +60.6% | +127.6% | -67.0% | -6.2% |
| All | +358.5% | +230.8% | +127.7% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling