+60.2%
SCHD vs AEM
+306.3%
-246.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.0% | -2.1% | +0.2% | -1.8% |
| 30D | -0.4% | +8.4% | -8.8% | -1.1% |
| 3M | +5.7% | +27.3% | -21.6% | +3.6% |
| 6M | +11.9% | -9.7% | +21.5% | +12.5% |
| YTD | +26.4% | +19.0% | +7.5% | +23.8% |
| 1Y | +27.6% | +31.5% | -3.9% | +23.4% |
| 3Y | +54.9% | +338.7% | -283.8% | +29.2% |
| All | +60.2% | +306.3% | -246.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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