+17.8%
SCHW vs ALLE
-10.4%
+28.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -2.8% | 0.0% | -2.5% |
| 30D | -0.1% | -10.2% | +10.1% | +1.0% |
| 3M | +20.6% | +17.4% | +3.2% | +18.9% |
| 6M | +15.9% | +3.3% | +12.6% | +16.4% |
| YTD | +8.5% | -4.2% | +12.7% | +9.1% |
| 1Y | +17.8% | -10.5% | +28.4% | +20.6% |
| All | +17.8% | -10.4% | +28.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling