+356.7%
SCHD vs ALLE
+342.5%
+14.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.3% |
| 30D | +7.1% | +25.9% | -18.7% | -2.6% |
| 3M | +5.7% | +15.8% | -10.0% | -0.7% |
| 6M | +15.6% | +48.1% | -32.5% | -2.6% |
| YTD | +34.9% | +22.0% | +13.0% | +22.4% |
| 1Y | +37.4% | +18.0% | +19.3% | +26.3% |
| 3Y | +74.5% | +93.1% | -18.6% | +27.4% |
| 5Y | +63.7% | +52.1% | +11.6% | +29.7% |
| 10Y | +259.1% | +212.0% | +47.1% | +110.2% |
| All | +356.7% | +342.5% | +14.2% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling