-44.0%
ACHR vs SCHG
+126.4%
-170.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.0% |
| 7D | -2.3% | -1.0% | -1.2% | -0.6% |
| 30D | -11.3% | -1.3% | -10.0% | -9.2% |
| 3M | +5.3% | +5.4% | -0.2% | -1.9% |
| 6M | -13.2% | +14.4% | -27.6% | -27.4% |
| YTD | -25.8% | +8.0% | -33.8% | -32.2% |
| 1Y | -34.3% | +12.7% | -47.0% | -42.8% |
| 3Y | -19.9% | +85.6% | -105.5% | -63.7% |
| 5Y | -42.7% | +85.5% | -128.2% | -74.1% |
| All | -44.0% | +126.4% | -170.4% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling