+126.0%
SPG vs ALC
+2.3%
+123.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +4.9% | +4.9% | 0.0% | +3.1% |
| 30D | +15.6% | +19.0% | -3.3% | +8.9% |
| 3M | +4.1% | +7.8% | -3.7% | +1.1% |
| 6M | +13.6% | +14.6% | -1.0% | +7.8% |
| YTD | +27.5% | -4.4% | +32.0% | +28.2% |
| 1Y | +32.2% | +1.4% | +30.8% | +29.7% |
| 3Y | +126.0% | +2.5% | +123.5% | +118.1% |
| All | +126.0% | +2.3% | +123.7% | +118.1% |
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