+469.7%
ACN vs SCHG
+1,127.0%
-657.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -6.3% | -0.9% | -5.5% | -5.6% |
| 30D | -1.4% | -2.3% | +0.9% | +0.7% |
| 3M | +2.6% | +4.5% | -2.0% | -1.8% |
| 6M | -14.3% | +13.6% | -27.9% | -23.9% |
| YTD | -33.1% | +7.6% | -40.7% | -37.7% |
| 1Y | -28.8% | +13.0% | -41.8% | -36.7% |
| 3Y | -43.0% | +87.0% | -129.9% | -68.7% |
| 5Y | -44.0% | +82.9% | -126.9% | -69.0% |
| 10Y | +88.5% | +453.6% | -365.1% | -64.5% |
| All | +469.7% | +1,127.0% | -657.2% | -47.0% |
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