+22.2%
ACI vs SCCO
+648.9%
-626.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -3.6% |
| 7D | -2.6% | +3.4% | -6.0% | -2.8% |
| 30D | +1.1% | +6.6% | -5.5% | +0.5% |
| 3M | -23.6% | +24.5% | -48.1% | -25.0% |
| 6M | -29.9% | +16.5% | -46.4% | -31.1% |
| YTD | -26.9% | +52.1% | -79.0% | -30.4% |
| 1Y | -34.2% | +114.2% | -148.4% | -40.0% |
| 3Y | -43.6% | +207.4% | -251.1% | -51.8% |
| 5Y | -42.4% | +353.7% | -396.1% | -54.2% |
| All | +22.2% | +648.9% | -626.7% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling