+433.0%
AME vs SCHG
+459.0%
-26.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.6% |
| 7D | +1.7% | -1.0% | +2.8% | +2.5% |
| 30D | -6.4% | -1.3% | -5.2% | -5.6% |
| 3M | +7.1% | +5.4% | +1.6% | +2.8% |
| 6M | +8.2% | +14.4% | -6.2% | -2.4% |
| YTD | +18.2% | +8.0% | +10.1% | +11.1% |
| 1Y | +26.7% | +12.7% | +14.0% | +15.1% |
| 3Y | +60.7% | +85.6% | -24.9% | -2.8% |
| 5Y | +91.6% | +85.5% | +6.1% | +13.1% |
| All | +433.0% | +459.0% | -26.0% | +5.6% |
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