+294.9%
SCHW vs AON
+204.8%
+90.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | -1.9% | -6.3% | +4.4% | +1.1% |
| 30D | -1.6% | -14.1% | +12.5% | +5.0% |
| 3M | +21.3% | -9.5% | +30.8% | +26.0% |
| 6M | +16.5% | -4.0% | +20.5% | +17.3% |
| YTD | +8.4% | -13.8% | +22.2% | +14.2% |
| 1Y | +15.6% | -18.3% | +33.9% | +24.7% |
| 3Y | +86.8% | -7.2% | +94.0% | +84.7% |
| 5Y | +60.5% | +7.3% | +53.2% | +43.1% |
| All | +294.9% | +204.8% | +90.2% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling