+620.6%
SCHG vs ALLE
+260.9%
+359.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +0.2% | -6.8% | +7.0% | +3.2% |
| 3M | +2.2% | +21.0% | -18.8% | -6.7% |
| 6M | +15.0% | +1.1% | +13.9% | +13.3% |
| YTD | +9.2% | -0.5% | +9.7% | +7.6% |
| 1Y | +15.7% | -7.3% | +23.0% | +17.4% |
| 3Y | +87.3% | +42.3% | +45.0% | +52.1% |
| 5Y | +84.5% | +13.5% | +71.0% | +63.2% |
| 10Y | +448.7% | +144.0% | +304.7% | +232.3% |
| All | +620.6% | +260.9% | +359.7% | +276.3% |
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