+29.9%
SPGI vs ACI
-31.5%
+61.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.2% | +2.3% | -1.0% | +0.9% |
| 30D | +15.9% | +1.2% | +14.7% | +15.7% |
| 3M | +12.3% | +6.8% | +5.5% | +11.3% |
| 6M | +23.7% | -18.7% | +42.4% | +25.7% |
| YTD | -3.5% | -20.2% | +16.7% | -1.8% |
| 1Y | +0.4% | -23.7% | +24.1% | +2.7% |
| 3Y | +29.9% | -31.6% | +61.5% | +34.9% |
| All | +29.9% | -31.5% | +61.4% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling