+1,117.7%
SCHG vs AEIS
+1,804.6%
-686.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -0.9% | +6.5% | -7.3% | -2.5% |
| 30D | -2.3% | -9.2% | +6.9% | -0.3% |
| 3M | +4.5% | -8.3% | +12.9% | +4.4% |
| 6M | +13.6% | -6.3% | +19.9% | +11.2% |
| YTD | +7.6% | +36.5% | -28.9% | -6.2% |
| 1Y | +13.0% | +84.8% | -71.7% | -10.4% |
| 3Y | +87.0% | +176.6% | -89.6% | +28.2% |
| 5Y | +82.9% | +237.1% | -154.2% | +17.1% |
| 10Y | +453.6% | +554.7% | -101.0% | +174.9% |
| All | +1,117.7% | +1,804.6% | -686.9% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling