+93.0%
SPG vs ALC
+30.3%
+62.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.4% |
| 7D | +5.6% | +2.3% | +3.2% | +4.2% |
| 30D | +17.6% | +15.5% | +2.1% | +8.9% |
| 3M | +7.5% | +0.6% | +6.9% | +6.7% |
| 6M | +18.5% | +18.4% | +0.2% | +7.6% |
| YTD | +30.9% | -5.6% | +36.5% | +32.4% |
| 1Y | +34.1% | 0.0% | +34.1% | +31.0% |
| 3Y | +135.5% | +2.8% | +132.7% | +117.5% |
| 5Y | +86.5% | -8.8% | +95.3% | +81.0% |
| All | +93.0% | +30.3% | +62.8% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling