+60.6%
SCHW vs ALC
-19.4%
+80.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.6% |
| 7D | -2.8% | -7.7% | +4.9% | -0.4% |
| 30D | -0.1% | -11.7% | +11.6% | +3.7% |
| 3M | +20.6% | +0.7% | +19.9% | +20.0% |
| 6M | +15.9% | -17.1% | +33.0% | +22.0% |
| YTD | +8.5% | -15.1% | +23.6% | +13.1% |
| 1Y | +17.8% | -14.1% | +32.0% | +22.1% |
| 3Y | +88.5% | -18.2% | +106.7% | +94.2% |
| 5Y | +60.6% | -19.2% | +79.8% | +64.8% |
| All | +60.6% | -19.4% | +80.0% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling