+117.0%
AA vs SCCO
+1,104.1%
-987.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.4% | -2.7% | -0.8% | -1.3% |
| 30D | -5.8% | -0.7% | -5.1% | -6.0% |
| 3M | -29.9% | +8.1% | -38.0% | -36.0% |
| 6M | -27.0% | +4.1% | -31.1% | -33.1% |
| YTD | -8.7% | +41.1% | -49.8% | -39.5% |
| 1Y | +50.6% | +95.6% | -44.9% | -27.9% |
| 3Y | +74.1% | +179.3% | -105.2% | -43.0% |
| 5Y | +2.6% | +308.3% | -305.7% | -76.1% |
| All | +117.0% | +1,104.1% | -987.1% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling