+13,845.6%
SPGI vs AA
+295.2%
+13,550.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +8.4% | +5.0% | +3.4% | +6.9% |
| 3M | +11.8% | -35.8% | +47.7% | +21.8% |
| 6M | +5.7% | -18.4% | +24.1% | +7.8% |
| YTD | -9.7% | -5.5% | -4.2% | -11.7% |
| 1Y | -12.5% | +61.0% | -73.4% | -25.2% |
| 3Y | +21.8% | +66.2% | -44.4% | -3.1% |
| 5Y | +8.2% | +11.4% | -3.2% | -12.8% |
| 10Y | +309.5% | +116.9% | +192.6% | +127.3% |
| All | +13,845.6% | +295.2% | +13,550.5% | +5,470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling