+85.7%
SCHG vs AEE
+38.7%
+47.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -1.3% | -2.9% | +1.7% | -0.8% |
| 3M | +5.4% | -2.4% | +7.8% | +5.7% |
| 6M | +14.4% | -2.7% | +17.1% | +14.6% |
| YTD | +8.0% | +7.3% | +0.8% | +5.8% |
| 1Y | +12.7% | +7.5% | +5.2% | +10.2% |
| 3Y | +85.6% | +46.2% | +39.4% | +66.5% |
| All | +85.7% | +38.7% | +47.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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