+53.6%
AA vs SAN
+267.2%
-213.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.1% | -0.4% | +1.5% |
| 7D | +4.8% | +8.7% | -3.9% | -1.2% |
| 30D | -0.6% | -6.5% | +5.8% | +3.5% |
| 3M | -16.3% | -14.2% | -2.1% | -7.7% |
| 6M | -33.4% | +2.7% | -36.1% | -35.8% |
| YTD | -20.7% | +8.9% | -29.6% | -29.0% |
| 1Y | +12.9% | +23.4% | -10.5% | -7.8% |
| 3Y | +75.7% | +257.9% | -182.2% | -37.7% |
| 5Y | -6.8% | +297.8% | -304.6% | -70.8% |
| 10Y | +53.6% | +259.6% | -206.0% | -49.0% |
| All | +53.6% | +267.2% | -213.6% | -49.0% |
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