-7.7%
AAL vs SCHG
+86.3%
-93.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | -0.9% | -1.0% | +0.1% | +0.3% |
| 30D | -12.9% | -1.3% | -11.6% | -11.6% |
| 3M | -11.2% | +5.4% | -16.6% | -16.2% |
| 6M | +17.8% | +14.4% | +3.4% | +1.8% |
| YTD | -15.1% | +8.0% | -23.2% | -21.9% |
| 1Y | +0.5% | +12.7% | -12.3% | -12.0% |
| 3Y | -7.7% | +85.6% | -93.3% | -52.3% |
| All | -7.7% | +86.3% | -93.9% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling