+597.4%
SCHD vs ACM
+286.3%
+311.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +2.7% | +5.6% | -2.9% | +1.0% |
| 30D | +7.1% | +20.8% | -13.7% | +1.3% |
| 3M | +5.7% | +11.4% | -5.7% | +2.1% |
| 6M | +15.6% | +0.9% | +14.6% | +14.2% |
| YTD | +34.9% | -24.8% | +59.7% | +44.1% |
| 1Y | +37.4% | -46.4% | +83.8% | +62.3% |
| 3Y | +74.5% | -9.2% | +83.8% | +73.1% |
| 5Y | +63.7% | +5.0% | +58.7% | +53.8% |
| 10Y | +259.1% | +130.6% | +128.5% | +159.2% |
| All | +597.4% | +286.3% | +311.1% | +322.3% |
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