+30.3%
ACI vs SAN
+488.9%
-458.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -2.2% | +4.9% | -7.1% | -2.5% |
| 30D | +10.3% | -13.0% | +23.3% | +11.1% |
| 3M | +7.2% | -18.9% | +26.1% | +8.4% |
| 6M | -18.0% | -4.1% | -13.9% | -17.8% |
| YTD | -22.0% | +2.6% | -24.6% | -22.3% |
| 1Y | -23.4% | +16.9% | -40.3% | -24.5% |
| 3Y | -35.8% | +239.1% | -274.9% | -42.1% |
| 5Y | -43.7% | +266.8% | -310.5% | -51.1% |
| All | +30.3% | +488.9% | -458.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling