+591.3%
SCHG vs ALLE
+342.5%
+248.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +2.7% | +3.6% | -0.8% | +1.3% |
| 30D | -5.2% | +25.9% | -31.1% | -14.4% |
| 3M | -5.2% | +15.8% | -20.9% | -11.4% |
| 6M | -0.6% | +48.1% | -48.7% | -17.2% |
| YTD | +4.7% | +22.0% | -17.2% | -5.9% |
| 1Y | +6.0% | +18.0% | -12.0% | -3.4% |
| 3Y | +78.9% | +93.1% | -14.2% | +26.3% |
| 5Y | +69.9% | +52.1% | +17.8% | +31.9% |
| 10Y | +433.0% | +212.0% | +221.0% | +189.5% |
| All | +591.3% | +342.5% | +248.8% | +229.1% |
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 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