+98.1%
AGG vs SAN
+506.7%
-408.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +3.3% | -3.2% | +0.2% |
| 30D | -0.4% | +1.1% | -1.5% | -0.4% |
| 3M | -0.3% | +22.2% | -22.5% | -0.1% |
| 6M | -1.2% | +36.0% | -37.2% | -1.0% |
| YTD | -0.4% | +28.2% | -28.6% | -0.1% |
| 1Y | +0.4% | +54.1% | -53.7% | +0.8% |
| 3Y | +13.4% | +354.2% | -340.8% | +15.2% |
| 5Y | -1.4% | +387.3% | -388.7% | +0.3% |
| 10Y | +14.8% | +334.8% | -320.0% | +17.0% |
| All | +98.1% | +506.7% | -408.7% | +104.3% |
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