+87.7%
SCHW vs ALLE
+49.7%
+38.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.3% | +2.8% | -4.1% | -2.1% |
| 30D | -0.4% | -7.6% | +7.2% | +1.8% |
| 3M | +21.7% | +22.8% | -1.1% | +14.1% |
| 6M | +13.0% | +4.6% | +8.4% | +11.4% |
| YTD | +8.0% | -1.2% | +9.2% | +8.0% |
| 1Y | +15.8% | -9.1% | +25.0% | +19.3% |
| 3Y | +87.7% | +50.0% | +37.7% | +40.9% |
| All | +87.7% | +49.7% | +38.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling