+26.3%
ACI vs SAN
+639.7%
-613.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | +5.9% | +2.0% | +3.9% | +5.8% |
| 3M | -19.8% | +19.7% | -39.5% | -20.6% |
| 6M | -24.7% | +30.6% | -55.4% | -25.9% |
| YTD | -24.4% | +28.8% | -53.2% | -25.7% |
| 1Y | -31.5% | +57.8% | -89.3% | -33.7% |
| 3Y | -38.7% | +338.1% | -376.8% | -45.5% |
| 5Y | -42.8% | +384.2% | -427.0% | -50.9% |
| All | +26.3% | +639.7% | -613.4% | +14.7% |
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