+237.3%
SCHD vs AVAV
+520.8%
-283.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -0.8% | -25.0% | +24.2% | +1.9% |
| 3M | +6.2% | -15.0% | +21.2% | +7.0% |
| 6M | +11.8% | -33.6% | +45.4% | +14.9% |
| YTD | +26.0% | -39.2% | +65.2% | +29.1% |
| 1Y | +28.1% | -40.5% | +68.6% | +30.7% |
| 3Y | +54.6% | +29.6% | +25.0% | +37.0% |
| 5Y | +60.3% | +56.7% | +3.6% | +33.5% |
| All | +237.3% | +520.8% | -283.5% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling