+1,112.5%
SCHG vs AEE
+584.5%
+527.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.7% | -0.7% | -2.1% | -2.5% |
| 30D | -2.2% | -2.0% | -0.2% | -1.6% |
| 3M | +6.2% | -2.8% | +9.0% | +6.9% |
| 6M | +13.4% | -3.6% | +16.9% | +14.2% |
| YTD | +7.1% | +7.3% | -0.2% | +3.4% |
| 1Y | +12.5% | +8.7% | +3.8% | +7.9% |
| 3Y | +86.2% | +46.0% | +40.2% | +56.1% |
| 5Y | +83.9% | +39.8% | +44.2% | +55.6% |
| 10Y | +451.3% | +191.4% | +259.9% | +230.1% |
| All | +1,112.5% | +584.5% | +527.9% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling