-64.8%
AAL vs SCHG
+459.0%
-523.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | -0.9% | -1.0% | +0.1% | +0.2% |
| 30D | -12.9% | -1.3% | -11.6% | -11.7% |
| 3M | -11.2% | +5.4% | -16.6% | -15.8% |
| 6M | +17.8% | +14.4% | +3.4% | +2.9% |
| YTD | -15.1% | +8.0% | -23.2% | -21.2% |
| 1Y | +0.5% | +12.7% | -12.3% | -10.9% |
| 3Y | -7.7% | +85.6% | -93.3% | -51.2% |
| 5Y | -31.3% | +85.5% | -116.9% | -63.7% |
| All | -64.8% | +459.0% | -523.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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