+257.7%
SCHD vs ALLE
+208.6%
+49.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.4% | +1.6% | -0.1% | +0.8% |
| 30D | +7.7% | +24.1% | -16.4% | -1.9% |
| 3M | +5.7% | +14.8% | -9.1% | -0.6% |
| 6M | +14.9% | +45.9% | -30.9% | -3.1% |
| YTD | +34.2% | +20.7% | +13.5% | +21.9% |
| 1Y | +36.8% | +14.2% | +22.6% | +27.2% |
| 3Y | +73.2% | +90.7% | -17.5% | +25.0% |
| 5Y | +62.8% | +50.6% | +12.3% | +28.2% |
| All | +257.7% | +208.6% | +49.1% | +112.1% |
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