-42.4%
ACI vs SAN
+381.9%
-424.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -2.6% | +3.3% | -5.9% | -2.9% |
| 30D | +1.1% | +1.1% | 0.0% | +1.0% |
| 3M | -23.6% | +22.2% | -45.9% | -24.9% |
| 6M | -29.9% | +36.0% | -66.0% | -31.9% |
| YTD | -26.9% | +28.2% | -55.1% | -28.7% |
| 1Y | -34.2% | +54.1% | -88.4% | -37.4% |
| 3Y | -43.6% | +354.2% | -397.9% | -54.0% |
| 5Y | -42.4% | +387.3% | -429.7% | -56.1% |
| All | -42.4% | +381.9% | -424.3% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling