+34.1%
SPG vs ALC
+0.5%
+33.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.0% |
| 7D | +5.6% | +2.3% | +3.2% | +4.9% |
| 30D | +17.6% | +15.5% | +2.1% | +13.4% |
| 3M | +7.5% | +0.6% | +6.9% | +6.9% |
| 6M | +18.5% | +18.4% | +0.2% | +13.2% |
| YTD | +30.9% | -5.6% | +36.5% | +31.0% |
| 1Y | +34.1% | 0.0% | +34.1% | +32.4% |
| All | +34.1% | +0.5% | +33.6% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling