+32.6%
ACGL vs SCCO
+183.0%
-150.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -1.4% |
| 30D | +12.4% | -16.5% | +28.8% | +11.8% |
| 3M | +11.1% | -10.4% | +21.5% | +10.8% |
| 6M | +16.3% | -2.8% | +19.1% | +16.1% |
| YTD | +13.8% | +27.2% | -13.3% | +12.4% |
| 1Y | +20.4% | +33.6% | -13.2% | +18.7% |
| All | +32.6% | +183.0% | -150.4% | +33.5% |
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