-16.9%
ACI vs SCCO
+43.0%
-59.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.6% |
| 7D | +4.5% | -7.9% | +12.4% | +4.1% |
| 30D | +20.9% | -13.0% | +33.9% | +20.3% |
| 3M | +15.2% | -6.9% | +22.1% | +14.8% |
| 6M | -13.3% | +11.0% | -24.3% | -12.8% |
| YTD | -16.2% | +30.3% | -46.5% | -18.7% |
| 1Y | -16.9% | +45.0% | -61.9% | -20.2% |
| All | -16.9% | +43.0% | -59.8% | -20.2% |
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