+294.9%
SCHW vs AA
+122.9%
+172.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | -3.4% | +1.6% | -1.1% |
| 30D | -1.6% | -5.8% | +4.2% | -0.5% |
| 3M | +21.3% | -29.9% | +51.2% | +30.8% |
| 6M | +16.5% | -27.0% | +43.5% | +22.5% |
| YTD | +8.4% | -8.7% | +17.1% | +6.8% |
| 1Y | +15.6% | +50.6% | -35.0% | -0.9% |
| 3Y | +86.8% | +74.1% | +12.8% | +44.6% |
| 5Y | +60.5% | +2.6% | +57.9% | +31.1% |
| All | +294.9% | +122.9% | +172.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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