+88.7%
ACN vs SAN
+338.5%
-249.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -4.8% | +3.3% | -8.2% | -5.6% |
| 30D | +1.9% | +1.1% | +0.8% | +1.6% |
| 3M | +3.9% | +22.2% | -18.3% | -2.2% |
| 6M | -15.0% | +36.0% | -51.0% | -22.9% |
| YTD | -31.9% | +28.2% | -60.1% | -37.4% |
| 1Y | -28.5% | +54.1% | -82.6% | -37.8% |
| 3Y | -41.9% | +354.2% | -396.1% | -64.3% |
| 5Y | -42.9% | +387.3% | -430.1% | -66.8% |
| 10Y | +88.7% | +334.8% | -246.1% | +9.0% |
| All | +88.7% | +338.5% | -249.8% | +9.0% |
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 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