+151.8%
ACGL vs SCCO
+339.1%
-187.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.4% | -2.7% |
| 7D | -2.9% | +3.4% | -6.4% | -3.1% |
| 30D | -2.8% | +6.6% | -9.4% | -3.2% |
| 3M | +6.8% | +24.5% | -17.7% | +5.3% |
| 6M | -1.5% | +16.5% | -18.0% | -2.9% |
| YTD | -0.2% | +52.1% | -52.3% | -4.5% |
| 1Y | +5.3% | +114.2% | -108.9% | -3.1% |
| 3Y | +30.3% | +207.4% | -177.1% | +11.8% |
| 5Y | +151.8% | +353.7% | -201.9% | +96.1% |
| All | +151.8% | +339.1% | -187.3% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling