-21.0%
ACI vs SAN
+22.7%
-43.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -0.6% | +10.8% | -11.4% | -0.4% |
| 30D | +9.5% | -5.7% | +15.3% | +8.7% |
| 3M | +10.1% | -13.4% | +23.5% | +8.8% |
| 6M | -15.4% | +3.5% | -18.9% | -14.5% |
| YTD | -19.5% | +9.7% | -29.3% | -19.7% |
| 1Y | -21.0% | +20.9% | -41.8% | -22.3% |
| All | -21.0% | +22.7% | -43.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling