+324.6%
ACGL vs SCCO
+681.3%
-356.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +12.4% | -16.5% | +28.8% | +15.6% |
| 3M | +11.1% | -10.4% | +21.5% | +12.3% |
| 6M | +16.3% | -2.8% | +19.1% | +14.5% |
| YTD | +13.8% | +27.2% | -13.3% | +3.3% |
| 1Y | +20.4% | +33.6% | -13.2% | +7.8% |
| 3Y | +33.6% | +182.4% | -148.8% | -7.0% |
| 5Y | +176.8% | +262.8% | -85.9% | +70.4% |
| 10Y | +324.6% | +724.4% | -399.8% | +78.8% |
| All | +324.6% | +681.3% | -356.7% | +78.8% |
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