+294.9%
SCHW vs AGG
+14.2%
+280.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -2.5% |
| 30D | -1.6% | -1.1% | -0.5% | -2.3% |
| 3M | +21.3% | -1.9% | +23.2% | +19.9% |
| 6M | +16.5% | -1.7% | +18.2% | +15.3% |
| YTD | +8.4% | -1.3% | +9.7% | +7.6% |
| 1Y | +15.6% | -0.7% | +16.4% | +15.2% |
| 3Y | +86.8% | +12.5% | +74.4% | +101.2% |
| 5Y | +60.5% | -2.5% | +63.0% | +41.7% |
| All | +294.9% | +14.2% | +280.7% | +486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling