+593.7%
SCHD vs ACGL
+910.7%
-316.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | +7.7% | +12.8% | -5.1% | +2.7% |
| 3M | +5.7% | +12.3% | -6.6% | +0.9% |
| 6M | +14.9% | +15.8% | -0.9% | +8.1% |
| YTD | +34.2% | +13.9% | +20.3% | +26.6% |
| 1Y | +36.8% | +19.0% | +17.8% | +26.8% |
| 3Y | +73.2% | +33.7% | +39.5% | +49.5% |
| 5Y | +62.8% | +173.4% | -110.6% | -0.3% |
| 10Y | +257.2% | +324.9% | -67.7% | +71.6% |
| All | +593.7% | +910.7% | -316.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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