+34.4%
ACI vs SAN
+530.0%
-495.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -0.6% | +10.8% | -11.4% | -1.2% |
| 30D | +9.5% | -5.7% | +15.3% | +9.8% |
| 3M | +10.1% | -13.4% | +23.5% | +10.9% |
| 6M | -15.4% | +3.5% | -18.9% | -15.6% |
| YTD | -19.5% | +9.7% | -29.3% | -20.3% |
| 1Y | -21.0% | +20.9% | -41.8% | -22.3% |
| 3Y | -31.2% | +254.3% | -285.5% | -38.1% |
| 5Y | -40.6% | +304.2% | -344.8% | -48.6% |
| All | +34.4% | +530.0% | -495.6% | +23.0% |
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 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