+551.1%
SCHD vs AON
+666.2%
-115.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -3.1% | -5.9% | +2.8% | -0.8% |
| 30D | -0.8% | -13.7% | +12.8% | +4.6% |
| 3M | +6.2% | -8.3% | +14.5% | +9.1% |
| 6M | +11.8% | -3.6% | +15.5% | +12.2% |
| YTD | +26.0% | -12.4% | +38.3% | +30.6% |
| 1Y | +28.1% | -14.6% | +42.8% | +34.1% |
| 3Y | +54.6% | -5.7% | +60.3% | +52.6% |
| 5Y | +60.3% | +9.1% | +51.2% | +45.6% |
| 10Y | +242.1% | +208.7% | +33.4% | +87.5% |
| All | +551.1% | +666.2% | -115.2% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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