+553.0%
SCHD vs AME
+937.6%
-384.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.6% | +1.3% | -3.9% | -3.2% |
| 30D | -0.3% | -6.6% | +6.3% | +2.8% |
| 3M | +6.1% | +3.0% | +3.1% | +4.0% |
| 6M | +11.7% | +5.3% | +6.4% | +7.9% |
| YTD | +26.3% | +15.4% | +10.9% | +16.3% |
| 1Y | +28.8% | +26.8% | +1.9% | +12.7% |
| 3Y | +55.0% | +56.5% | -1.5% | +19.6% |
| 5Y | +60.0% | +85.2% | -25.2% | +11.8% |
| 10Y | +243.1% | +428.5% | -185.4% | +45.1% |
| All | +553.0% | +937.6% | -384.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling