+51,384.5%
SCHW vs AA
+309.2%
+51,075.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -3.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | -0.4% | +3.3% | -3.7% | -2.0% |
| 3M | +21.7% | -29.4% | +51.1% | +34.8% |
| 6M | +13.0% | -12.8% | +25.8% | +13.7% |
| YTD | +8.0% | -2.1% | +10.2% | +3.2% |
| 1Y | +15.8% | +62.8% | -46.9% | -9.3% |
| 3Y | +87.7% | +90.5% | -2.8% | +26.3% |
| 5Y | +59.7% | +19.1% | +40.6% | +12.1% |
| 10Y | +292.9% | +124.8% | +168.1% | +66.2% |
| All | +51,384.5% | +309.2% | +51,075.4% | +12,397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling