-29.0%
AAL vs SCCO
+6,462.5%
-6,491.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -3.8% |
| 7D | -0.3% | +3.4% | -3.8% | -1.9% |
| 30D | -19.0% | +6.6% | -25.6% | -21.7% |
| 3M | -5.1% | +24.5% | -29.6% | -14.8% |
| 6M | +15.5% | +16.5% | -1.0% | +5.4% |
| YTD | -15.8% | +52.1% | -67.9% | -33.4% |
| 1Y | -0.3% | +114.2% | -114.5% | -33.2% |
| 3Y | -7.7% | +207.4% | -215.1% | -49.6% |
| 5Y | -32.5% | +353.7% | -386.3% | -70.5% |
| 10Y | -66.0% | +1,144.5% | -1,210.5% | -90.9% |
| All | -29.0% | +6,462.5% | -6,491.5% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling