+32.5%
ACGL vs SCCO
+193.6%
-161.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.7% | -5.3% | +4.5% | -0.9% |
| 30D | -1.0% | +2.7% | -3.7% | -0.9% |
| 3M | +11.0% | +4.2% | +6.8% | +11.3% |
| 6M | -0.3% | -0.6% | +0.3% | -0.1% |
| YTD | +2.3% | +45.0% | -42.7% | +1.4% |
| 1Y | +6.4% | +109.3% | -102.9% | +3.7% |
| All | +32.5% | +193.6% | -161.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling