+7.3%
ACGL vs SCCO
+113.5%
-106.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.5% |
| 7D | -2.1% | +2.4% | -4.6% | -1.9% |
| 30D | -2.2% | +6.4% | -8.6% | -1.5% |
| 3M | +6.3% | +21.6% | -15.2% | +8.3% |
| 6M | +0.5% | +13.4% | -12.9% | +1.8% |
| YTD | +0.2% | +52.6% | -52.4% | +3.0% |
| 1Y | +7.3% | +122.4% | -115.1% | +8.3% |
| All | +7.3% | +113.5% | -106.2% | +8.3% |
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 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