+59.6%
SCHW vs AEP
+65.0%
-5.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.6% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +20.6% | -3.2% | +23.8% | +21.2% |
| 6M | +15.9% | -5.3% | +21.2% | +16.9% |
| YTD | +8.5% | +9.5% | -1.0% | +5.3% |
| 1Y | +17.8% | +17.5% | +0.3% | +12.0% |
| 3Y | +88.5% | +77.0% | +11.6% | +54.2% |
| All | +59.6% | +65.0% | -5.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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