+1,092.0%
AEP vs SCCO
+35,670.2%
-34,578.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.2% |
| 7D | +2.0% | +3.4% | -1.4% | +1.6% |
| 30D | +0.5% | +6.6% | -6.1% | -0.4% |
| 3M | -0.3% | +24.5% | -24.8% | -3.3% |
| 6M | -3.5% | +16.5% | -20.0% | -6.1% |
| YTD | +11.3% | +52.1% | -40.9% | +4.4% |
| 1Y | +20.2% | +114.2% | -93.9% | +8.0% |
| 3Y | +79.8% | +207.4% | -127.7% | +51.7% |
| 5Y | +65.6% | +353.7% | -288.2% | +30.8% |
| 10Y | +169.3% | +1,144.5% | -975.2% | +78.7% |
| All | +1,092.0% | +35,670.2% | -34,578.2% | +480.7% |
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 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