+16.0%
AA vs SCCO
+43.0%
-27.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +1.7% |
| 7D | +0.9% | -7.9% | +8.8% | +5.6% |
| 30D | -6.4% | -13.0% | +6.5% | +0.9% |
| 3M | -13.0% | -6.9% | -6.1% | -10.2% |
| 6M | -34.6% | +11.0% | -45.6% | -39.1% |
| YTD | -23.0% | +30.3% | -53.3% | -43.6% |
| 1Y | +16.0% | +45.0% | -29.0% | -24.1% |
| All | +16.0% | +43.0% | -27.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling