+194.1%
SCHG vs ACI
+21.8%
+172.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -0.1% | -2.6% | +2.5% | +0.1% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | +4.4% | -23.6% | +28.0% | +5.9% |
| 6M | +15.7% | -29.9% | +45.7% | +18.0% |
| YTD | +8.3% | -26.9% | +35.2% | +9.9% |
| 1Y | +14.2% | -34.2% | +48.5% | +16.8% |
| 3Y | +88.3% | -43.6% | +131.9% | +94.5% |
| 5Y | +83.5% | -42.4% | +125.8% | +87.0% |
| All | +194.1% | +21.8% | +172.3% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling