+71.8%
SCHG vs ACGL
+176.5%
-104.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -5.9% | +12.4% | -18.3% | -8.2% |
| 3M | -3.4% | +11.1% | -14.5% | -5.6% |
| 6M | +1.1% | +16.3% | -15.3% | -2.6% |
| YTD | +5.9% | +13.8% | -7.9% | +2.3% |
| 1Y | +4.6% | +20.4% | -15.8% | -0.5% |
| 3Y | +80.6% | +33.6% | +47.1% | +63.0% |
| All | +71.8% | +176.5% | -104.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling