+334.3%
SPGI vs ACM
+147.1%
+187.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -1.2% |
| 7D | -0.9% | +6.9% | -7.8% | -3.3% |
| 30D | +15.5% | +19.1% | -3.5% | +8.3% |
| 3M | +15.7% | -6.9% | +22.6% | +18.0% |
| 6M | +19.1% | -12.0% | +31.1% | +23.0% |
| YTD | -4.1% | -25.1% | +21.1% | +4.6% |
| 1Y | +1.2% | -45.4% | +46.6% | +24.5% |
| 3Y | +31.6% | -6.9% | +38.5% | +27.2% |
| 5Y | +12.4% | +3.7% | +8.7% | +3.1% |
| 10Y | +334.3% | +135.8% | +198.5% | +181.5% |
| All | +334.3% | +147.1% | +187.2% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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