+51,567.6%
SCHW vs AEP
+2,201.6%
+49,366.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -0.9% | -0.9% | -1.5% |
| 30D | -1.6% | -1.1% | -0.6% | -1.3% |
| 3M | +21.3% | -3.3% | +24.5% | +22.4% |
| 6M | +16.5% | -4.6% | +21.1% | +17.9% |
| YTD | +8.4% | +9.4% | -1.0% | +3.9% |
| 1Y | +15.6% | +16.9% | -1.3% | +7.7% |
| 3Y | +86.8% | +76.6% | +10.2% | +46.3% |
| 5Y | +60.5% | +66.2% | -5.7% | +27.1% |
| 10Y | +297.7% | +174.7% | +123.0% | +148.2% |
| All | +51,567.6% | +2,201.6% | +49,366.0% | +11,940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling