+34.8%
AIG vs SCCO
+177.0%
-142.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -1.1% | -0.7% | -0.3% | -1.1% |
| 3M | +0.7% | +8.1% | -7.4% | 0.0% |
| 6M | -2.2% | +4.1% | -6.3% | -3.0% |
| YTD | -10.8% | +41.1% | -52.0% | -14.5% |
| 1Y | -2.0% | +95.6% | -97.6% | -10.0% |
| 3Y | +34.8% | +179.3% | -144.4% | +17.0% |
| All | +34.8% | +177.0% | -142.2% | +17.0% |
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