+51,606.1%
SCHW vs AEM
+3,395.8%
+48,210.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.7% |
| 7D | -2.8% | -5.0% | +2.3% | -2.8% |
| 30D | -0.1% | +8.5% | -8.5% | 0.0% |
| 3M | +20.6% | +29.3% | -8.7% | +20.9% |
| 6M | +15.9% | -12.9% | +28.9% | +15.9% |
| YTD | +8.5% | +16.8% | -8.3% | +8.7% |
| 1Y | +17.8% | +29.8% | -12.0% | +18.3% |
| 3Y | +88.5% | +336.7% | -248.2% | +92.1% |
| 5Y | +60.6% | +299.9% | -239.3% | +63.7% |
| 10Y | +298.0% | +362.2% | -64.2% | +308.2% |
| All | +51,606.1% | +3,395.8% | +48,210.4% | +70,191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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