+14,609.4%
SPGI vs AA
+213.5%
+14,395.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +18.4% | -6.7% | +25.1% | +20.0% |
| 3M | +15.7% | -16.3% | +32.0% | +19.5% |
| 6M | +17.3% | -37.1% | +54.4% | +27.3% |
| YTD | -4.7% | -25.0% | +20.3% | -2.3% |
| 1Y | +1.8% | +8.6% | -6.8% | -4.5% |
| 3Y | +31.7% | +57.2% | -25.5% | +5.9% |
| 5Y | +12.1% | -13.0% | +25.1% | -3.8% |
| 10Y | +341.9% | +65.5% | +276.4% | +161.0% |
| All | +14,609.4% | +213.5% | +14,395.9% | +6,062.8% |
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