+48.7%
SPGI vs ACI
+21.8%
+26.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.9% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | +5.4% | +1.1% | +4.3% | +5.3% |
| 3M | +9.0% | -23.6% | +32.7% | +11.4% |
| 6M | +0.8% | -29.9% | +30.7% | +3.7% |
| YTD | -12.6% | -26.9% | +14.3% | -10.4% |
| 1Y | -16.1% | -34.2% | +18.1% | -13.4% |
| 3Y | +19.0% | -43.6% | +62.6% | +24.2% |
| 5Y | +5.1% | -42.4% | +47.5% | +8.5% |
| All | +48.7% | +21.8% | +26.9% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling