+72.6%
SPG vs ALC
+21.6%
+51.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +2.2% |
| 7D | 0.0% | -3.7% | +3.7% | +1.9% |
| 30D | -4.9% | -3.7% | -1.2% | -3.2% |
| 3M | +3.3% | +4.6% | -1.2% | +0.4% |
| 6M | +11.2% | -14.6% | +25.8% | +19.3% |
| YTD | +17.1% | -11.9% | +28.9% | +23.1% |
| 1Y | +21.6% | -13.1% | +34.7% | +28.3% |
| 3Y | +111.9% | -15.0% | +126.9% | +119.0% |
| 5Y | +106.9% | -16.2% | +123.1% | +110.4% |
| All | +72.6% | +21.6% | +51.0% | +25.9% |
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