-28.9%
AAL vs SCHW
+925.9%
-954.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -1.3% | -1.6% | +0.3% | -0.2% |
| 30D | -13.7% | -1.1% | -12.7% | -13.2% |
| 3M | -8.2% | +20.4% | -28.5% | -20.5% |
| 6M | +13.1% | +13.6% | -0.5% | +0.9% |
| YTD | -15.6% | +7.7% | -23.3% | -22.0% |
| 1Y | +1.4% | +15.2% | -13.8% | -11.1% |
| 3Y | -7.4% | +87.1% | -94.6% | -45.4% |
| 5Y | -35.9% | +57.5% | -93.4% | -60.3% |
| 10Y | -65.1% | +295.1% | -360.2% | -90.1% |
| All | -28.9% | +925.9% | -954.7% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling