+1,098.4%
SCHG vs ACGL
+1,338.9%
-240.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | -5.9% | +12.4% | -18.3% | -10.2% |
| 3M | -3.4% | +11.1% | -14.5% | -7.5% |
| 6M | +1.1% | +16.3% | -15.3% | -5.4% |
| YTD | +5.9% | +13.8% | -7.9% | -0.6% |
| 1Y | +4.6% | +20.4% | -15.8% | -4.0% |
| 3Y | +80.6% | +33.6% | +47.1% | +54.1% |
| 5Y | +73.9% | +176.8% | -102.9% | +4.2% |
| 10Y | +438.8% | +324.6% | +114.2% | +140.4% |
| All | +1,098.4% | +1,338.9% | -240.5% | +122.4% |
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