+187.8%
AAL vs SCHG
+1,127.0%
-939.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -13.7% | -2.3% | -11.4% | -11.4% |
| 3M | -8.2% | +4.5% | -12.7% | -12.3% |
| 6M | +13.1% | +13.6% | -0.4% | -1.6% |
| YTD | -15.6% | +7.6% | -23.2% | -21.8% |
| 1Y | +1.4% | +13.0% | -11.6% | -11.4% |
| 3Y | -7.4% | +87.0% | -94.4% | -54.6% |
| 5Y | -35.9% | +82.9% | -118.8% | -67.7% |
| 10Y | -65.1% | +453.6% | -518.8% | -96.0% |
| All | +187.8% | +1,127.0% | -939.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling