+63.9%
SPGI vs ACI
+34.0%
+30.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +16.1% | +9.5% | +6.5% | +15.0% |
| 3M | +15.5% | +10.1% | +5.4% | +14.3% |
| 6M | +19.6% | -15.4% | +35.0% | +20.9% |
| YTD | -3.6% | -19.5% | +16.0% | -2.2% |
| 1Y | +2.2% | -21.0% | +23.2% | +3.8% |
| 3Y | +30.1% | -31.2% | +61.3% | +33.3% |
| 5Y | +14.9% | -40.6% | +55.5% | +17.5% |
| All | +63.9% | +34.0% | +30.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling