+135.4%
SPG vs ALC
+2.0%
+133.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +2.7% | -6.3% | +9.0% | +5.0% |
| 30D | +16.6% | +12.6% | +4.0% | +11.9% |
| 3M | +8.1% | -3.8% | +11.9% | +9.2% |
| 6M | +19.3% | +16.8% | +2.5% | +12.5% |
| YTD | +31.1% | -7.6% | +38.7% | +33.2% |
| 1Y | +32.8% | -5.9% | +38.6% | +33.8% |
| All | +135.4% | +2.0% | +133.3% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling