+21.5%
SCHW vs ALLE
+51.6%
-30.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +2.0% | +3.6% | -1.6% | +0.6% |
| 30D | -3.6% | +25.9% | -29.5% | -12.4% |
| 3M | -15.0% | +15.8% | -30.7% | -20.1% |
| 6M | +2.6% | +48.1% | -45.4% | -13.9% |
| YTD | -5.7% | +22.0% | -27.6% | -14.4% |
| 1Y | -0.9% | +18.0% | -18.9% | -8.7% |
| 3Y | +79.4% | +93.1% | -13.7% | +22.2% |
| All | +21.5% | +51.6% | -30.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling