+59.6%
SCHW vs AA
+1.2%
+58.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.6% |
| 7D | -2.8% | -5.4% | +2.6% | -1.9% |
| 30D | -0.1% | -10.7% | +10.6% | +1.7% |
| 3M | +20.6% | -26.2% | +46.8% | +26.5% |
| 6M | +15.9% | -20.9% | +36.9% | +18.5% |
| YTD | +8.5% | -8.6% | +17.1% | +7.0% |
| 1Y | +17.8% | +57.4% | -39.5% | +3.1% |
| 3Y | +88.5% | +77.8% | +10.7% | +52.6% |
| All | +59.6% | +1.2% | +58.5% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling