+54.4%
SCHD vs AME
+54.6%
-0.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.8% | -8.6% | +7.8% | +1.6% |
| 3M | +6.2% | +5.8% | +0.4% | +4.0% |
| 6M | +11.8% | +3.8% | +8.0% | +9.8% |
| YTD | +26.0% | +14.4% | +11.5% | +19.6% |
| 1Y | +28.1% | +25.8% | +2.4% | +17.6% |
| All | +54.4% | +54.6% | -0.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling