-2.8%
AGG vs ABCL
-79.6%
+76.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | +1.4% | -0.7% | +2.0% | +1.3% |
| 3M | -0.7% | +33.4% | -34.1% | -1.1% |
| 6M | -1.7% | +137.8% | -139.4% | -2.9% |
| YTD | -1.1% | +264.3% | -265.4% | -2.9% |
| 1Y | -0.7% | +209.2% | -209.9% | -2.4% |
| 3Y | +14.2% | +208.4% | -194.3% | +11.7% |
| 5Y | -1.4% | -11.9% | +10.5% | -2.8% |
| All | -2.8% | -79.6% | +76.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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