+21.5%
SCHW vs ACGL
+173.3%
-151.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.0% | +2.2% | -0.2% | +1.2% |
| 30D | -3.6% | +12.3% | -15.9% | -7.7% |
| 3M | -15.0% | +11.8% | -26.8% | -18.5% |
| 6M | +2.6% | +17.5% | -14.8% | -3.5% |
| YTD | -5.7% | +14.3% | -20.0% | -10.9% |
| 1Y | -0.9% | +18.2% | -19.1% | -7.7% |
| 3Y | +79.4% | +33.2% | +46.2% | +54.0% |
| All | +21.5% | +173.3% | -151.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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