+116.1%
SCHD vs JAAA
+29.4%
+86.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -0.4% | +0.5% | -0.9% | -1.1% |
| 3M | +5.7% | +1.3% | +4.5% | +4.1% |
| 6M | +11.9% | +2.8% | +9.1% | +8.2% |
| YTD | +26.4% | +3.3% | +23.2% | +21.6% |
| 1Y | +27.6% | +4.9% | +22.7% | +20.4% |
| 3Y | +54.9% | +19.0% | +36.0% | +35.2% |
| 5Y | +60.9% | +26.9% | +34.0% | +35.1% |
| All | +116.1% | +29.4% | +86.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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