+152.3%
ACN vs SAN
+270.1%
-117.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | -3.8% | +4.0% | -7.8% | -4.9% |
| 30D | +16.5% | -7.8% | +24.3% | +18.6% |
| 3M | +41.5% | -16.4% | +57.8% | +47.3% |
| 6M | +60.1% | +3.5% | +56.5% | +56.1% |
| YTD | -3.9% | +6.7% | -10.6% | -8.0% |
| 1Y | +4.1% | +14.5% | -10.4% | -2.4% |
| 3Y | -15.9% | +243.5% | -259.4% | -44.6% |
| 5Y | -26.3% | +296.2% | -322.5% | -55.2% |
| All | +152.3% | +270.1% | -117.8% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling