+330.6%
AEM vs SCCO
+178.0%
+152.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.2% | +4.3% | +0.4% |
| 7D | -5.0% | -2.7% | -2.3% | -4.0% |
| 30D | +8.5% | -0.2% | +8.6% | +8.3% |
| 3M | +29.3% | +17.8% | +11.5% | +19.4% |
| 6M | -12.9% | +2.3% | -15.2% | -14.8% |
| YTD | +16.8% | +41.6% | -24.8% | +0.9% |
| 1Y | +29.8% | +101.9% | -72.0% | -0.9% |
| All | +330.6% | +178.0% | +152.7% | +187.5% |
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