+238.6%
SCHD vs AA
+122.9%
+115.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -3.4% | +1.5% | -1.5% |
| 30D | -0.4% | -5.8% | +5.4% | +0.4% |
| 3M | +5.7% | -29.9% | +35.6% | +11.1% |
| 6M | +11.9% | -27.0% | +38.9% | +15.9% |
| YTD | +26.4% | -8.7% | +35.2% | +25.6% |
| 1Y | +27.6% | +50.6% | -23.0% | +15.8% |
| 3Y | +54.9% | +74.1% | -19.1% | +31.6% |
| 5Y | +60.9% | +2.6% | +58.3% | +40.8% |
| All | +238.6% | +122.9% | +115.8% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling