+566.6%
SCHD vs ACM
+263.0%
+303.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.3% | -3.7% | +3.5% | +0.8% |
| 30D | +3.4% | -11.1% | +14.6% | +6.6% |
| 3M | +7.6% | -8.0% | +15.6% | +9.5% |
| 6M | +12.2% | -29.7% | +41.8% | +23.1% |
| YTD | +29.0% | -29.4% | +58.3% | +40.5% |
| 1Y | +30.3% | -46.4% | +76.7% | +53.8% |
| 3Y | +56.1% | -22.3% | +78.5% | +62.4% |
| 5Y | +60.4% | +4.5% | +56.0% | +50.8% |
| 10Y | +241.3% | +127.6% | +113.6% | +148.1% |
| All | +566.6% | +263.0% | +303.6% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling