-44.0%
ACN vs SAN
+384.1%
-428.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.3% | -0.5% | -5.9% | -6.2% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +2.6% | +19.6% | -17.1% | -2.2% |
| 6M | -14.3% | +32.7% | -47.0% | -20.8% |
| YTD | -33.1% | +26.7% | -59.8% | -37.6% |
| 1Y | -28.8% | +51.6% | -80.4% | -36.9% |
| 3Y | -43.0% | +348.7% | -391.7% | -63.7% |
| 5Y | -44.0% | +378.7% | -422.7% | -68.0% |
| All | -44.0% | +384.1% | -428.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling