+243.1%
SCHD vs ALLE
+146.0%
+97.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | +0.2% |
| 7D | -2.6% | -2.2% | -0.5% | -1.8% |
| 30D | -0.3% | -8.3% | +8.0% | +3.3% |
| 3M | +6.1% | +16.3% | -10.2% | -1.2% |
| 6M | +11.7% | +1.8% | +9.9% | +9.7% |
| YTD | +26.3% | -3.9% | +30.3% | +26.7% |
| 1Y | +28.8% | -10.0% | +38.8% | +32.6% |
| 3Y | +55.0% | +45.8% | +9.2% | +25.9% |
| 5Y | +60.0% | +13.3% | +46.8% | +42.9% |
| 10Y | +243.1% | +155.3% | +87.9% | +120.1% |
| All | +243.1% | +146.0% | +97.2% | +120.1% |
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