+44.2%
AA vs SCHG
+1,127.0%
-1,082.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.1% |
| 7D | -0.6% | -0.9% | +0.3% | +0.4% |
| 30D | -1.6% | -2.3% | +0.7% | +1.1% |
| 3M | -29.8% | +4.5% | -34.3% | -33.6% |
| 6M | -16.6% | +13.6% | -30.2% | -28.8% |
| YTD | -4.0% | +7.6% | -11.6% | -12.4% |
| 1Y | +63.5% | +13.0% | +50.5% | +41.6% |
| 3Y | +86.8% | +87.0% | -0.2% | -11.6% |
| 5Y | +12.4% | +82.9% | -70.5% | -46.4% |
| 10Y | +132.3% | +453.6% | -321.3% | -76.1% |
| All | +44.2% | +1,127.0% | -1,082.8% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling