+2,071.3%
AON vs SCCO
+35,790.2%
-33,718.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | -7.9% | +2.4% | -10.4% | -8.3% |
| 30D | -14.6% | +6.4% | -21.1% | -15.6% |
| 3M | -7.9% | +21.6% | -29.5% | -11.2% |
| 6M | -8.0% | +13.4% | -21.4% | -11.1% |
| YTD | -13.2% | +52.6% | -65.9% | -20.7% |
| 1Y | -16.4% | +122.4% | -138.8% | -28.5% |
| 3Y | -6.7% | +208.5% | -215.1% | -26.2% |
| 5Y | +8.0% | +353.9% | -345.9% | -21.7% |
| 10Y | +205.6% | +1,187.3% | -981.6% | +80.2% |
| All | +2,071.3% | +35,790.2% | -33,718.9% | +672.9% |
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