-70.6%
AIG vs SCCO
+33,085.5%
-33,156.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.4% |
| 30D | -1.1% | -0.7% | -0.3% | -1.5% |
| 3M | +0.7% | +8.1% | -7.4% | -3.8% |
| 6M | -2.2% | +4.1% | -6.3% | -7.2% |
| YTD | -10.8% | +41.1% | -52.0% | -26.2% |
| 1Y | -2.0% | +95.6% | -97.6% | -29.2% |
| 3Y | +34.8% | +179.3% | -144.4% | -20.1% |
| 5Y | +55.0% | +308.3% | -253.3% | -24.1% |
| 10Y | +65.1% | +1,090.2% | -1,025.2% | -48.5% |
| All | -70.6% | +33,085.5% | -33,156.1% | -95.5% |
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 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