+447.8%
SCHG vs AEIS
+562.2%
-114.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | -0.6% |
| 7D | -1.0% | +2.3% | -3.3% | -1.8% |
| 30D | -1.3% | -14.8% | +13.5% | +2.9% |
| 3M | +5.4% | -15.6% | +21.0% | +8.0% |
| 6M | +14.4% | -8.7% | +23.1% | +12.4% |
| YTD | +8.0% | +37.3% | -29.3% | -8.2% |
| 1Y | +12.7% | +80.3% | -67.6% | -13.4% |
| 3Y | +85.6% | +177.9% | -92.3% | +18.6% |
| 5Y | +85.5% | +235.8% | -150.3% | +9.1% |
| All | +447.8% | +562.2% | -114.4% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling