+85.7%
SCHG vs ACI
-39.5%
+125.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | +0.6% |
| 7D | -1.0% | -3.7% | +2.7% | -0.8% |
| 30D | -1.3% | +0.6% | -1.8% | -1.3% |
| 3M | +5.4% | -20.3% | +25.8% | +6.8% |
| 6M | +14.4% | -24.7% | +39.1% | +16.2% |
| YTD | +8.0% | -27.2% | +35.3% | +9.8% |
| 1Y | +12.7% | -32.7% | +45.5% | +15.5% |
| 3Y | +85.6% | -43.9% | +129.5% | +93.4% |
| All | +85.7% | -39.5% | +125.2% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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