+47.8%
AA vs SAN
+275.0%
-227.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +1.1% | +3.4% | -2.3% | -1.3% |
| 30D | -1.3% | -6.3% | +5.0% | +2.7% |
| 3M | -23.9% | -14.1% | -9.8% | -16.2% |
| 6M | -36.8% | +4.2% | -41.0% | -39.7% |
| YTD | -22.2% | +9.0% | -31.2% | -30.5% |
| 1Y | +10.4% | +18.8% | -8.4% | -7.4% |
| 3Y | +72.0% | +252.0% | -180.0% | -38.4% |
| 5Y | -15.6% | +299.5% | -315.1% | -73.7% |
| 10Y | +47.8% | +276.7% | -228.9% | -52.1% |
| All | +47.8% | +275.0% | -227.2% | -52.1% |
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