+553.0%
SCHD vs AEP
+460.3%
+92.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.6% | +0.9% | -3.5% | -3.0% |
| 30D | -0.3% | +1.5% | -1.8% | -0.9% |
| 3M | +6.1% | -1.7% | +7.8% | +6.6% |
| 6M | +11.7% | -4.0% | +15.8% | +13.1% |
| YTD | +26.3% | +10.6% | +15.7% | +20.8% |
| 1Y | +28.8% | +18.6% | +10.1% | +19.4% |
| 3Y | +55.0% | +78.7% | -23.7% | +20.0% |
| 5Y | +60.0% | +65.1% | -5.1% | +26.7% |
| 10Y | +243.1% | +177.7% | +65.4% | +121.2% |
| All | +553.0% | +460.3% | +92.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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