+237.4%
SAN vs ACGL
+337.7%
-100.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -0.7% |
| 7D | +4.9% | +0.9% | +4.1% | +4.5% |
| 30D | -13.0% | +13.7% | -26.7% | -19.0% |
| 3M | -18.9% | +8.0% | -26.9% | -22.5% |
| 6M | -4.1% | +13.3% | -17.4% | -11.5% |
| YTD | +2.6% | +11.8% | -9.3% | -5.3% |
| 1Y | +16.9% | +22.2% | -5.3% | +2.6% |
| 3Y | +239.1% | +32.5% | +206.6% | +170.4% |
| 5Y | +266.8% | +160.2% | +106.6% | +82.0% |
| All | +237.4% | +337.7% | -100.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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