+4,150.7%
SCHW vs AEIS
+2,610.7%
+1,540.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.6% | +6.5% | -8.0% | -3.2% |
| 30D | -1.1% | -9.2% | +8.1% | +0.8% |
| 3M | +20.4% | -8.3% | +28.7% | +19.6% |
| 6M | +13.6% | -6.3% | +20.0% | +10.4% |
| YTD | +7.7% | +36.5% | -28.8% | -6.1% |
| 1Y | +15.2% | +84.8% | -69.6% | -8.3% |
| 3Y | +87.1% | +176.6% | -89.4% | +29.2% |
| 5Y | +57.5% | +237.1% | -179.6% | +1.2% |
| 10Y | +295.1% | +554.7% | -259.6% | +95.7% |
| All | +4,150.7% | +2,610.7% | +1,540.0% | +938.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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