+60.0%
SCHD vs ACM
+2.7%
+57.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.1% |
| 7D | -2.6% | -3.7% | +1.0% | -1.6% |
| 30D | -0.3% | -12.7% | +12.4% | +3.2% |
| 3M | +6.1% | -9.8% | +15.9% | +8.5% |
| 6M | +11.7% | -31.4% | +43.1% | +23.7% |
| YTD | +26.3% | -32.1% | +58.4% | +39.3% |
| 1Y | +28.8% | -47.8% | +76.6% | +54.9% |
| 3Y | +55.0% | -22.1% | +77.1% | +57.1% |
| 5Y | +60.0% | +1.8% | +58.2% | +45.8% |
| All | +60.0% | +2.7% | +57.3% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling