+459.5%
AJG vs SCCO
+1,104.1%
-644.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -5.7% | -0.7% | -5.0% | -5.8% |
| 3M | +9.1% | +8.1% | +1.0% | +7.3% |
| 6M | +15.2% | +4.1% | +11.1% | +13.0% |
| YTD | -6.3% | +41.1% | -47.4% | -13.7% |
| 1Y | -19.1% | +95.6% | -114.7% | -30.3% |
| 3Y | +8.2% | +179.3% | -171.0% | -16.6% |
| 5Y | +75.6% | +308.3% | -232.7% | +19.3% |
| All | +459.5% | +1,104.1% | -644.6% | +169.0% |
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 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