+438.9%
SCHG vs ALLE
+208.6%
+230.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +4.6% | +1.6% | +3.0% | +3.9% |
| 30D | -6.2% | +24.1% | -30.3% | -14.8% |
| 3M | -3.5% | +14.8% | -18.4% | -9.6% |
| 6M | +0.9% | +45.9% | -44.9% | -15.5% |
| YTD | +5.6% | +20.7% | -15.2% | -4.7% |
| 1Y | +4.4% | +14.2% | -9.7% | -3.4% |
| 3Y | +80.1% | +90.7% | -10.6% | +26.9% |
| 5Y | +71.3% | +50.6% | +20.7% | +32.8% |
| All | +438.9% | +208.6% | +230.3% | +204.0% |
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