-45.7%
ACI vs SCCO
+178.0%
-223.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.2% | +6.0% | -1.1% |
| 7D | -7.1% | -2.7% | -4.4% | -7.0% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -22.3% | +17.8% | -40.0% | -22.5% |
| 6M | -28.4% | +2.3% | -30.7% | -28.3% |
| YTD | -29.5% | +41.6% | -71.1% | -31.1% |
| 1Y | -34.2% | +101.9% | -136.1% | -37.5% |
| All | -45.7% | +178.0% | -223.6% | -51.7% |
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