+93.1%
ACN vs SCHG
+459.0%
-365.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.7% |
| 7D | -1.5% | -1.0% | -0.5% | -0.6% |
| 30D | +2.1% | -1.3% | +3.4% | +3.3% |
| 3M | +11.1% | +5.4% | +5.7% | +6.0% |
| 6M | -6.8% | +14.4% | -21.3% | -17.2% |
| YTD | -30.0% | +8.0% | -38.1% | -34.8% |
| 1Y | -23.1% | +12.7% | -35.9% | -31.1% |
| 3Y | -40.4% | +85.6% | -126.0% | -66.3% |
| 5Y | -41.6% | +85.5% | -127.1% | -67.3% |
| All | +93.1% | +459.0% | -365.9% | -60.4% |
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 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