+83.5%
SCHG vs ALLE
+17.0%
+66.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.1% | +2.8% | -2.8% | -1.1% |
| 30D | -1.5% | -7.6% | +6.1% | +1.6% |
| 3M | +4.4% | +22.8% | -18.4% | -4.6% |
| 6M | +15.7% | +4.6% | +11.1% | +12.7% |
| YTD | +8.3% | -1.2% | +9.5% | +7.3% |
| 1Y | +14.2% | -9.1% | +23.4% | +17.3% |
| 3Y | +88.3% | +50.0% | +38.3% | +46.7% |
| 5Y | +83.5% | +15.2% | +68.2% | +56.0% |
| All | +83.5% | +17.0% | +66.5% | +56.0% |
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 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