+259.6%
SAN vs ACGL
+332.3%
-72.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | +8.7% | -1.1% | +9.8% | +9.4% |
| 30D | -6.5% | +13.1% | -19.6% | -12.7% |
| 3M | -14.2% | +9.8% | -24.0% | -18.7% |
| 6M | +2.7% | +15.3% | -12.5% | -6.1% |
| YTD | +8.9% | +12.7% | -3.9% | +0.1% |
| 1Y | +23.4% | +20.7% | +2.7% | +9.1% |
| 3Y | +257.9% | +34.3% | +223.7% | +183.3% |
| 5Y | +297.8% | +170.6% | +127.2% | +92.5% |
| 10Y | +259.6% | +330.6% | -71.0% | +29.6% |
| All | +259.6% | +332.3% | -72.7% | +29.6% |
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