-35.2%
AAL vs SCCO
+243.3%
-278.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.7% |
| 30D | +11.7% | -17.4% | +29.1% | +19.5% |
| 3M | -12.5% | -11.7% | -0.9% | -9.3% |
| 6M | +3.6% | -12.1% | +15.7% | +6.6% |
| YTD | -14.1% | +20.9% | -35.0% | -24.3% |
| 1Y | +0.8% | +31.3% | -30.6% | -14.4% |
| 3Y | +11.8% | +170.3% | -158.5% | -33.4% |
| All | -35.2% | +243.3% | -278.5% | -68.0% |
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