+551.1%
SCHD vs AEE
+466.4%
+84.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -0.8% | -2.0% | +1.2% | -0.1% |
| 3M | +6.2% | -2.8% | +9.0% | +7.2% |
| 6M | +11.8% | -3.6% | +15.4% | +13.0% |
| YTD | +26.0% | +7.3% | +18.6% | +21.9% |
| 1Y | +28.1% | +8.7% | +19.4% | +23.2% |
| 3Y | +54.6% | +46.0% | +8.6% | +30.3% |
| 5Y | +60.3% | +39.8% | +20.5% | +36.4% |
| 10Y | +242.1% | +191.4% | +50.7% | +121.2% |
| All | +551.1% | +466.4% | +84.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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