+345.0%
SCHW vs ALLE
+342.5%
+2.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +2.0% | +3.6% | -1.6% | 0.0% |
| 30D | -3.6% | +25.9% | -29.5% | -15.6% |
| 3M | -15.0% | +15.8% | -30.7% | -22.3% |
| 6M | +2.6% | +48.1% | -45.4% | -19.4% |
| YTD | -5.7% | +22.0% | -27.6% | -18.1% |
| 1Y | -0.9% | +18.0% | -18.9% | -12.4% |
| 3Y | +79.4% | +93.1% | -13.7% | +12.9% |
| 5Y | +21.2% | +52.1% | -30.8% | -13.1% |
| 10Y | +193.3% | +212.0% | -18.7% | +23.0% |
| All | +345.0% | +342.5% | +2.5% | +51.3% |
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