+265.1%
SCHW vs ACI
+18.9%
+246.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -1.6% | -5.0% | +3.5% | -1.0% |
| 30D | -1.1% | -2.3% | +1.3% | -0.8% |
| 3M | +20.4% | -23.2% | +43.6% | +23.1% |
| 6M | +13.6% | -29.5% | +43.1% | +17.1% |
| YTD | +7.7% | -28.6% | +36.3% | +10.7% |
| 1Y | +15.2% | -34.0% | +49.2% | +19.4% |
| 3Y | +87.1% | -45.0% | +132.1% | +97.2% |
| 5Y | +57.5% | -44.0% | +101.5% | +64.0% |
| All | +265.1% | +18.9% | +246.2% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling