+258.6%
SCHD vs ALLE
+210.2%
+48.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +8.3% | +27.4% | -19.1% | -2.4% |
| 3M | +5.9% | +13.8% | -7.9% | 0.0% |
| 6M | +15.3% | +45.5% | -30.2% | -2.7% |
| YTD | +34.5% | +21.4% | +13.1% | +21.9% |
| 1Y | +37.2% | +15.4% | +21.8% | +27.0% |
| 3Y | +73.6% | +91.7% | -18.1% | +25.0% |
| 5Y | +63.7% | +54.5% | +9.1% | +27.3% |
| All | +258.6% | +210.2% | +48.4% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling