+2.1%
AAL vs SCHW
+14.3%
-12.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -20.8% | +1.5% | -22.3% | -21.1% |
| 3M | -1.3% | +24.6% | -25.8% | -6.0% |
| 6M | +5.4% | +14.5% | -9.2% | +2.6% |
| YTD | -14.4% | +10.5% | -24.8% | -15.9% |
| 1Y | +2.1% | +13.4% | -11.3% | -2.0% |
| All | +2.1% | +14.3% | -12.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling