+357.3%
AEM vs SCHG
+1,121.7%
-764.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -5.0% | -2.7% | -2.3% | -4.1% |
| 30D | +8.5% | -2.2% | +10.7% | +9.4% |
| 3M | +29.3% | +6.2% | +23.1% | +26.6% |
| 6M | -12.9% | +13.4% | -26.3% | -16.4% |
| YTD | +16.8% | +7.1% | +9.7% | +14.3% |
| 1Y | +29.8% | +12.5% | +17.3% | +25.0% |
| 3Y | +336.7% | +86.2% | +250.6% | +249.3% |
| 5Y | +299.9% | +83.9% | +216.0% | +214.2% |
| 10Y | +362.2% | +451.3% | -89.0% | +129.0% |
| All | +357.3% | +1,121.7% | -764.4% | +29.3% |
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