+551.1%
SCHD vs AEM
+450.4%
+100.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -3.1% | -5.0% | +1.9% | -2.9% |
| 30D | -0.8% | +8.5% | -9.3% | -1.3% |
| 3M | +6.2% | +29.3% | -23.1% | +4.7% |
| 6M | +11.8% | -12.9% | +24.7% | +12.3% |
| YTD | +26.0% | +16.8% | +9.2% | +24.5% |
| 1Y | +28.1% | +29.8% | -1.7% | +25.8% |
| 3Y | +54.6% | +336.7% | -282.1% | +42.0% |
| 5Y | +60.3% | +299.9% | -239.6% | +47.0% |
| 10Y | +242.1% | +362.2% | -120.1% | +208.6% |
| All | +551.1% | +450.4% | +100.7% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling