+1,135.8%
SCHG vs ACGL
+1,193.0%
-57.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | +2.2% | +11.0% | -8.8% | -2.3% |
| 6M | +15.0% | -0.3% | +15.3% | +14.3% |
| YTD | +9.2% | +2.3% | +6.9% | +7.0% |
| 1Y | +15.7% | +6.4% | +9.4% | +11.3% |
| 3Y | +87.3% | +34.0% | +53.3% | +58.5% |
| 5Y | +84.5% | +161.6% | -77.2% | +12.5% |
| 10Y | +448.7% | +278.6% | +170.1% | +156.5% |
| All | +1,135.8% | +1,193.0% | -57.2% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling