+125.2%
SPGI vs ALC
+21.6%
+103.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | -2.5% | -3.7% | +1.2% | -0.8% |
| 30D | +5.4% | -3.7% | +9.2% | +7.2% |
| 3M | +9.0% | +4.6% | +4.5% | +6.4% |
| 6M | +0.8% | -14.6% | +15.4% | +7.4% |
| YTD | -12.6% | -11.9% | -0.7% | -8.4% |
| 1Y | -16.1% | -13.1% | -3.0% | -11.8% |
| 3Y | +19.0% | -15.0% | +34.0% | +22.5% |
| 5Y | +5.1% | -16.2% | +21.3% | +6.6% |
| All | +125.2% | +21.6% | +103.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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