+60.7%
SCHD vs ALLE
+17.0%
+43.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -2.1% |
| 30D | +1.5% | -7.6% | +9.1% | +4.2% |
| 3M | +7.4% | +22.8% | -15.4% | -0.4% |
| 6M | +12.4% | +4.6% | +7.8% | +9.9% |
| YTD | +27.5% | -1.2% | +28.7% | +26.9% |
| 1Y | +30.0% | -9.1% | +39.1% | +33.2% |
| 3Y | +56.5% | +50.0% | +6.5% | +30.4% |
| 5Y | +60.7% | +15.2% | +45.4% | +45.1% |
| All | +60.7% | +17.0% | +43.7% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling