+21.6%
ACI vs SCCO
+594.8%
-573.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.3% |
| 7D | -3.7% | -2.7% | -1.1% | -3.6% |
| 30D | +0.6% | -0.7% | +1.3% | +0.5% |
| 3M | -20.3% | +8.1% | -28.4% | -20.9% |
| 6M | -24.7% | +4.1% | -28.8% | -25.2% |
| YTD | -27.2% | +41.1% | -68.3% | -30.4% |
| 1Y | -32.7% | +95.6% | -128.3% | -38.1% |
| 3Y | -43.9% | +179.3% | -223.2% | -51.6% |
| 5Y | -38.9% | +308.3% | -347.2% | -50.9% |
| All | +21.6% | +594.8% | -573.2% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling