+64.2%
AIG vs SCCO
+1,104.1%
-1,039.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | -1.1% | -0.7% | -0.3% | -1.4% |
| 3M | +0.7% | +8.1% | -7.4% | -3.3% |
| 6M | -2.2% | +4.1% | -6.3% | -6.6% |
| YTD | -10.8% | +41.1% | -52.0% | -25.8% |
| 1Y | -2.0% | +95.6% | -97.6% | -29.2% |
| 3Y | +34.8% | +179.3% | -144.4% | -22.6% |
| 5Y | +55.0% | +308.3% | -253.3% | -30.7% |
| All | +64.2% | +1,104.1% | -1,039.9% | -58.8% |
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