+421.2%
SCHW vs ALLE
+260.9%
+160.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +1.5% | -6.8% | +8.3% | +5.4% |
| 3M | +24.6% | +21.0% | +3.5% | +10.5% |
| 6M | +14.5% | +1.1% | +13.4% | +12.0% |
| YTD | +10.5% | -0.5% | +11.0% | +8.2% |
| 1Y | +13.4% | -7.3% | +20.6% | +15.3% |
| 3Y | +88.3% | +42.3% | +46.0% | +42.6% |
| 5Y | +62.1% | +13.5% | +48.6% | +38.7% |
| 10Y | +297.3% | +144.0% | +153.2% | +93.4% |
| All | +421.2% | +260.9% | +160.3% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling