+3.2%
AA vs SCHG
+84.3%
-81.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -2.4% |
| 30D | -5.8% | -1.3% | -4.5% | -4.5% |
| 3M | -29.9% | +5.4% | -35.3% | -33.9% |
| 6M | -27.0% | +14.4% | -41.4% | -36.8% |
| YTD | -8.7% | +8.0% | -16.7% | -15.9% |
| 1Y | +50.6% | +12.7% | +37.9% | +33.6% |
| 3Y | +74.1% | +85.6% | -11.5% | -5.4% |
| All | +3.2% | +84.3% | -81.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling