+1,135.8%
SCHG vs AVAV
+395.2%
+740.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | +0.2% | -13.9% | +14.2% | +2.4% |
| 3M | +2.2% | -29.2% | +31.5% | +6.6% |
| 6M | +15.0% | -36.1% | +51.2% | +20.8% |
| YTD | +9.2% | -40.2% | +49.4% | +14.0% |
| 1Y | +15.7% | -36.2% | +51.9% | +18.5% |
| 3Y | +87.3% | +47.5% | +39.7% | +58.0% |
| 5Y | +84.5% | +39.3% | +45.2% | +51.3% |
| 10Y | +448.7% | +482.6% | -33.9% | +222.3% |
| All | +1,135.8% | +395.2% | +740.6% | +586.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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