+7.7%
AAL vs SCCO
+43.0%
-35.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.8% |
| 7D | +8.3% | -7.9% | +16.2% | +10.7% |
| 30D | +6.2% | -13.0% | +19.2% | +10.1% |
| 3M | -17.7% | -6.9% | -10.8% | -16.7% |
| 6M | +15.4% | +11.0% | +4.4% | +10.2% |
| YTD | -11.1% | +30.3% | -41.4% | -23.4% |
| 1Y | +7.7% | +45.0% | -37.2% | -14.8% |
| All | +7.7% | +43.0% | -35.2% | -14.8% |
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