+1,126.0%
SCHG vs ACM
+151.3%
+974.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -1.5% | -12.9% | +11.4% | +2.9% |
| 3M | +4.4% | -6.4% | +10.8% | +5.9% |
| 6M | +15.7% | -29.2% | +44.9% | +29.2% |
| YTD | +8.3% | -29.9% | +38.2% | +20.6% |
| 1Y | +14.2% | -47.3% | +61.5% | +40.5% |
| 3Y | +88.3% | -19.6% | +107.9% | +96.1% |
| 5Y | +83.5% | +5.5% | +77.9% | +72.5% |
| 10Y | +444.2% | +129.7% | +314.5% | +263.0% |
| All | +1,126.0% | +151.3% | +974.8% | +638.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling