+30.3%
SCHD vs AA
+63.2%
-32.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +3.4% | +5.0% | -1.5% | +3.3% |
| 3M | +7.6% | -35.8% | +43.5% | +9.1% |
| 6M | +12.2% | -18.4% | +30.5% | +12.7% |
| YTD | +29.0% | -5.5% | +34.4% | +28.5% |
| 1Y | +30.3% | +61.0% | -30.7% | +28.8% |
| All | +30.3% | +63.2% | -32.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling