+269.8%
SAN vs ACGL
+159.2%
+110.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.2% |
| 7D | +4.9% | +0.9% | +4.1% | +4.7% |
| 30D | -13.0% | +13.7% | -26.7% | -16.8% |
| 3M | -18.9% | +8.0% | -26.9% | -21.1% |
| 6M | -4.1% | +13.3% | -17.4% | -8.9% |
| YTD | +2.6% | +11.8% | -9.3% | -2.5% |
| 1Y | +16.9% | +22.2% | -5.3% | +7.3% |
| 3Y | +239.1% | +32.5% | +206.6% | +187.9% |
| All | +269.8% | +159.2% | +110.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling