-64.8%
AAL vs SCCO
+1,104.1%
-1,168.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -2.7% | +1.7% | 0.0% |
| 30D | -12.9% | -0.7% | -12.1% | -13.2% |
| 3M | -11.2% | +8.1% | -19.3% | -15.6% |
| 6M | +17.8% | +4.1% | +13.7% | +12.6% |
| YTD | -15.1% | +41.1% | -56.3% | -32.1% |
| 1Y | +0.5% | +95.6% | -95.1% | -32.6% |
| 3Y | -7.7% | +179.3% | -186.9% | -51.2% |
| 5Y | -31.3% | +308.3% | -339.6% | -72.2% |
| All | -64.8% | +1,104.1% | -1,168.9% | -91.5% |
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