-35.8%
ACI vs SAN
+235.5%
-271.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -2.2% | +4.9% | -7.1% | -2.4% |
| 30D | +10.3% | -13.0% | +23.3% | +10.6% |
| 3M | +7.2% | -18.9% | +26.1% | +7.7% |
| 6M | -18.0% | -4.1% | -13.9% | -17.8% |
| YTD | -22.0% | +2.6% | -24.6% | -22.0% |
| 1Y | -23.4% | +16.9% | -40.3% | -24.3% |
| 3Y | -35.8% | +239.1% | -274.9% | -40.8% |
| All | -35.8% | +235.5% | -271.3% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling