+54.8%
SCHD vs ACM
-22.3%
+77.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.3% |
| 7D | -2.6% | -3.7% | +1.0% | -1.9% |
| 30D | -0.3% | -12.7% | +12.4% | +2.3% |
| 3M | +6.1% | -9.8% | +15.9% | +7.9% |
| 6M | +11.7% | -31.4% | +43.1% | +21.0% |
| YTD | +26.3% | -32.1% | +58.4% | +36.3% |
| 1Y | +28.8% | -47.8% | +76.6% | +49.7% |
| All | +54.8% | -22.3% | +77.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling