+83.9%
SCHG vs ACM
-0.5%
+84.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.3% |
| 7D | -2.7% | -5.9% | +3.2% | -0.4% |
| 30D | -2.2% | -6.2% | +4.0% | -0.2% |
| 3M | +6.2% | -7.9% | +14.1% | +8.5% |
| 6M | +13.4% | -30.6% | +44.0% | +30.4% |
| YTD | +7.1% | -33.3% | +40.4% | +24.1% |
| 1Y | +12.5% | -49.2% | +61.7% | +48.1% |
| 3Y | +86.2% | -23.5% | +109.6% | +91.8% |
| 5Y | +83.9% | +0.9% | +83.0% | +62.3% |
| All | +83.9% | -0.5% | +84.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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