+551.1%
SCHD vs AA
+127.0%
+424.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.5% |
| 7D | -3.1% | -5.4% | +2.3% | -2.3% |
| 30D | -0.8% | -10.7% | +9.9% | +0.8% |
| 3M | +6.2% | -26.2% | +32.4% | +10.9% |
| 6M | +11.8% | -20.9% | +32.8% | +14.4% |
| YTD | +26.0% | -8.6% | +34.6% | +25.1% |
| 1Y | +28.1% | +57.4% | -29.3% | +15.0% |
| 3Y | +54.6% | +77.8% | -23.2% | +30.1% |
| 5Y | +60.3% | +2.7% | +57.6% | +39.9% |
| 10Y | +242.1% | +121.2% | +120.9% | +114.9% |
| All | +551.1% | +127.0% | +424.1% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling