+59.6%
SCHW vs ACI
-41.4%
+101.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -7.1% | +4.3% | -1.9% |
| 30D | -0.1% | -4.5% | +4.4% | +0.5% |
| 3M | +20.6% | -22.3% | +42.9% | +23.7% |
| 6M | +15.9% | -28.4% | +44.4% | +20.0% |
| YTD | +8.5% | -29.5% | +38.0% | +12.3% |
| 1Y | +17.8% | -34.2% | +52.1% | +23.1% |
| 3Y | +88.5% | -45.7% | +134.2% | +101.8% |
| All | +59.6% | -41.4% | +101.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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