+1,085.5%
SCHG vs ACGL
+1,344.7%
-259.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.7% | +2.2% | +0.6% | +1.9% |
| 30D | -5.2% | +12.3% | -17.5% | -9.4% |
| 3M | -5.2% | +11.8% | -17.0% | -9.4% |
| 6M | -0.6% | +17.5% | -18.0% | -7.3% |
| YTD | +4.7% | +14.3% | -9.5% | -1.8% |
| 1Y | +6.0% | +18.2% | -12.1% | -2.0% |
| 3Y | +78.9% | +33.2% | +45.8% | +52.9% |
| 5Y | +69.9% | +174.3% | -104.4% | +2.2% |
| 10Y | +433.0% | +326.3% | +106.7% | +137.5% |
| All | +1,085.5% | +1,344.7% | -259.2% | +119.7% |
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