+132.3%
AA vs SAN
+329.5%
-197.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.3% |
| 30D | -1.6% | -0.1% | -1.5% | -1.7% |
| 3M | -29.8% | +19.6% | -49.4% | -38.4% |
| 6M | -16.6% | +32.7% | -49.3% | -33.1% |
| YTD | -4.0% | +26.7% | -30.7% | -22.0% |
| 1Y | +63.5% | +51.6% | +11.9% | +16.2% |
| 3Y | +86.8% | +348.7% | -262.0% | -42.5% |
| 5Y | +12.4% | +378.7% | -366.4% | -68.7% |
| 10Y | +132.3% | +336.9% | -204.6% | -32.4% |
| All | +132.3% | +329.5% | -197.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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