+4.4%
SCHG vs ALLE
+14.3%
-9.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.6% | +1.6% | +3.0% | +4.5% |
| 30D | -6.2% | +24.1% | -30.3% | -7.2% |
| 3M | -3.5% | +14.8% | -18.4% | -3.9% |
| 6M | +0.9% | +45.9% | -44.9% | -1.7% |
| YTD | +5.6% | +20.7% | -15.2% | +2.8% |
| 1Y | +4.4% | +14.2% | -9.7% | +3.1% |
| All | +4.4% | +14.3% | -9.9% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling