-32.2%
AAL vs SCCO
+313.8%
-345.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +1.9% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | -16.0% | -0.2% | -15.8% | -16.3% |
| 3M | -4.2% | +17.8% | -22.0% | -10.7% |
| 6M | +15.7% | +2.3% | +13.4% | +12.4% |
| YTD | -16.2% | +41.6% | -57.8% | -29.6% |
| 1Y | +0.2% | +101.9% | -101.6% | -27.6% |
| 3Y | -8.1% | +186.2% | -194.3% | -44.4% |
| 5Y | -32.2% | +309.7% | -341.9% | -65.3% |
| All | -32.2% | +313.8% | -345.9% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling