+51,606.2%
SCHW vs AIG
-22.8%
+51,628.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | -0.1% | -2.9% | +2.9% | +0.9% |
| 3M | +20.6% | +0.8% | +19.8% | +20.2% |
| 6M | +15.9% | -2.7% | +18.6% | +16.6% |
| YTD | +8.5% | -11.2% | +19.7% | +11.9% |
| 1Y | +17.8% | -1.5% | +19.4% | +17.4% |
| 3Y | +88.5% | +34.4% | +54.2% | +69.6% |
| 5Y | +60.6% | +54.4% | +6.2% | +38.7% |
| 10Y | +298.0% | +64.4% | +233.6% | +225.9% |
| All | +51,606.2% | -22.8% | +51,628.9% | +28,342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling