+298.4%
SAN vs ACGL
+173.3%
+125.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | +4.0% | +2.2% | +1.8% | +3.3% |
| 30D | -7.8% | +12.3% | -20.1% | -11.5% |
| 3M | -16.4% | +11.8% | -28.2% | -19.6% |
| 6M | +3.5% | +17.5% | -13.9% | -2.8% |
| YTD | +6.7% | +14.3% | -7.6% | +0.7% |
| 1Y | +14.5% | +18.2% | -3.7% | +6.6% |
| 3Y | +243.5% | +33.2% | +210.4% | +192.3% |
| All | +298.4% | +173.3% | +125.1% | +98.1% |
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