+355.1%
AEM vs SCHG
+459.0%
-103.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +8.4% | -1.3% | +9.7% | +8.9% |
| 3M | +27.3% | +5.4% | +21.8% | +25.2% |
| 6M | -9.7% | +14.4% | -24.1% | -13.0% |
| YTD | +19.0% | +8.0% | +10.9% | +16.4% |
| 1Y | +31.5% | +12.7% | +18.7% | +27.2% |
| 3Y | +338.7% | +85.6% | +253.1% | +264.7% |
| 5Y | +307.4% | +85.5% | +221.9% | +230.2% |
| All | +355.1% | +459.0% | -103.9% | +185.6% |
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