+1,432.2%
AME vs SCHG
+1,127.0%
+305.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +2.0% |
| 30D | -6.6% | -2.3% | -4.3% | -4.8% |
| 3M | +3.0% | +4.5% | -1.6% | -1.0% |
| 6M | +5.3% | +13.6% | -8.3% | -6.0% |
| YTD | +15.4% | +7.6% | +7.9% | +7.8% |
| 1Y | +26.8% | +13.0% | +13.8% | +13.0% |
| 3Y | +56.5% | +87.0% | -30.5% | -13.5% |
| 5Y | +85.2% | +82.9% | +2.4% | +0.7% |
| 10Y | +428.5% | +453.6% | -25.1% | -17.2% |
| All | +1,432.2% | +1,127.0% | +305.3% | -1.7% |
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