+2.9%
SPGI vs ACI
-18.4%
+21.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +2.8% |
| 7D | +7.2% | +4.5% | +2.7% | +6.4% |
| 30D | +23.2% | +20.9% | +2.4% | +19.7% |
| 3M | +17.0% | +15.2% | +1.8% | +14.5% |
| 6M | +20.4% | -13.3% | +33.7% | +21.0% |
| YTD | -1.9% | -16.2% | +14.3% | 0.0% |
| 1Y | +2.9% | -16.9% | +19.8% | +4.9% |
| All | +2.9% | -18.4% | +21.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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