+60.2%
SCHD vs AME
+89.9%
-29.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.9% |
| 7D | -2.0% | +1.7% | -3.7% | -2.6% |
| 30D | -0.4% | -6.4% | +6.0% | +2.1% |
| 3M | +5.7% | +7.1% | -1.4% | +2.4% |
| 6M | +11.9% | +8.2% | +3.7% | +7.4% |
| YTD | +26.4% | +18.2% | +8.3% | +16.5% |
| 1Y | +27.6% | +26.7% | +0.9% | +13.7% |
| 3Y | +54.9% | +60.7% | -5.8% | +20.0% |
| All | +60.2% | +89.9% | -29.7% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling