-92.1%
AAOX vs SCCO
+17.6%
-109.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.9% | -16.9% | -18.6% |
| 7D | -50.3% | -7.9% | -42.4% | -41.1% |
| 30D | -79.8% | -13.0% | -66.8% | -72.0% |
| 3M | -85.9% | -6.9% | -79.0% | -82.8% |
| 6M | -95.7% | +11.0% | -106.6% | -95.6% |
| All | -92.1% | +17.6% | -109.7% | -92.1% |
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 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