+597.4%
SCHD vs AVAV
+286.2%
+311.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.8% |
| 7D | +2.7% | +4.2% | -1.5% | +2.2% |
| 30D | +7.1% | -2.6% | +9.7% | +7.1% |
| 3M | +5.7% | -38.0% | +43.7% | +10.6% |
| 6M | +15.6% | -27.0% | +42.6% | +17.5% |
| YTD | +34.9% | -51.4% | +86.3% | +41.2% |
| 1Y | +37.4% | -60.2% | +97.6% | +46.8% |
| 3Y | +74.5% | -6.7% | +81.2% | +60.4% |
| 5Y | +63.7% | +28.3% | +35.4% | +38.8% |
| 10Y | +259.1% | +320.5% | -61.4% | +143.9% |
| All | +597.4% | +286.2% | +311.2% | +380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling