+260.2%
SAN vs ACGL
+332.0%
-71.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +10.8% | +1.3% | +9.5% | +10.1% |
| 30D | -5.7% | +14.2% | -19.9% | -12.4% |
| 3M | -13.4% | +11.1% | -24.5% | -18.5% |
| 6M | +3.5% | +16.4% | -12.8% | -5.8% |
| YTD | +9.7% | +13.8% | -4.0% | +0.4% |
| 1Y | +20.9% | +21.6% | -0.7% | +6.5% |
| 3Y | +254.3% | +33.5% | +220.7% | +181.7% |
| 5Y | +304.2% | +174.8% | +129.4% | +93.9% |
| 10Y | +260.2% | +330.4% | -70.1% | +29.2% |
| All | +260.2% | +332.0% | -71.8% | +29.2% |
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