+86.8%
SCHW vs AIG
+33.9%
+53.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | -1.6% | -1.1% | -0.6% | -1.2% |
| 3M | +21.3% | +0.7% | +20.6% | +20.7% |
| 6M | +16.5% | -2.2% | +18.7% | +17.1% |
| YTD | +8.4% | -10.8% | +19.2% | +12.9% |
| 1Y | +15.6% | -2.0% | +17.6% | +14.7% |
| 3Y | +86.8% | +34.8% | +52.0% | +45.2% |
| All | +86.8% | +33.9% | +53.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling