+51,606.1%
SCHW vs AFL
+18,431.1%
+33,175.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -2.8% | -3.3% | +0.5% | -1.1% |
| 30D | -0.1% | -5.0% | +4.9% | +2.6% |
| 3M | +20.6% | -1.8% | +22.3% | +21.5% |
| 6M | +15.9% | +4.8% | +11.1% | +12.8% |
| YTD | +8.5% | +5.4% | +3.1% | +4.9% |
| 1Y | +17.8% | +9.0% | +8.9% | +11.7% |
| 3Y | +88.5% | +63.0% | +25.5% | +42.5% |
| 5Y | +60.6% | +134.5% | -73.9% | +1.5% |
| 10Y | +298.0% | +298.6% | -0.6% | +90.0% |
| All | +51,606.1% | +18,431.1% | +33,175.1% | +4,585.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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