+566.6%
SCHD vs AVAV
+375.4%
+191.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +3.4% | -13.9% | +17.4% | +4.9% |
| 3M | +7.6% | -29.2% | +36.9% | +10.7% |
| 6M | +12.2% | -36.1% | +48.3% | +15.9% |
| YTD | +29.0% | -40.2% | +69.2% | +32.6% |
| 1Y | +30.3% | -36.2% | +66.5% | +31.8% |
| 3Y | +56.1% | +47.5% | +8.6% | +35.6% |
| 5Y | +60.4% | +39.3% | +21.2% | +36.0% |
| 10Y | +241.3% | +482.6% | -241.3% | +124.0% |
| All | +566.6% | +375.4% | +191.2% | +351.4% |
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