+68.4%
SPG vs ALC
+20.4%
+48.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -1.7% | -5.3% | +3.6% | +1.1% |
| 30D | -6.3% | -7.1% | +0.8% | -2.8% |
| 3M | -2.4% | +0.8% | -3.2% | -3.3% |
| 6M | +9.6% | -16.0% | +25.6% | +18.6% |
| YTD | +14.2% | -12.7% | +27.0% | +20.7% |
| 1Y | +19.3% | -12.8% | +32.1% | +25.6% |
| 3Y | +106.7% | -15.8% | +122.6% | +114.8% |
| 5Y | +104.2% | -16.7% | +120.9% | +108.1% |
| All | +68.4% | +20.4% | +48.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling