-33.5%
AAL vs SCHW
+59.4%
-92.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -0.9% | -2.8% | +1.8% | +0.5% |
| 30D | -16.0% | -0.1% | -15.9% | -16.0% |
| 3M | -4.2% | +20.6% | -24.8% | -13.3% |
| 6M | +15.7% | +15.9% | -0.3% | +6.0% |
| YTD | -16.2% | +8.5% | -24.7% | -20.6% |
| 1Y | +0.2% | +17.8% | -17.6% | -9.3% |
| 3Y | -8.1% | +88.5% | -96.6% | -36.3% |
| All | -33.5% | +59.4% | -92.8% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling