-7.7%
AAL vs SCHW
+86.6%
-94.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -1.9% | +1.0% | 0.0% |
| 30D | -12.9% | -1.6% | -11.2% | -12.3% |
| 3M | -11.2% | +21.3% | -32.5% | -19.4% |
| 6M | +17.8% | +16.5% | +1.4% | +8.2% |
| YTD | -15.1% | +8.4% | -23.5% | -19.2% |
| 1Y | +0.5% | +15.6% | -15.2% | -7.8% |
| 3Y | -7.7% | +86.8% | -94.5% | -36.0% |
| All | -7.7% | +86.6% | -94.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling