+591.8%
SCHD vs ACGL
+909.8%
-318.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +8.4% | +14.2% | -5.8% | +3.0% |
| 3M | +5.6% | +11.1% | -5.5% | +1.3% |
| 6M | +15.1% | +16.4% | -1.2% | +8.1% |
| YTD | +33.8% | +13.8% | +20.1% | +26.3% |
| 1Y | +38.5% | +21.6% | +17.0% | +27.3% |
| 3Y | +72.7% | +33.5% | +39.2% | +49.2% |
| 5Y | +63.1% | +174.8% | -111.7% | -0.4% |
| 10Y | +255.9% | +330.4% | -74.4% | +70.0% |
| All | +591.8% | +909.8% | -318.0% | +122.0% |
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