-1.4%
AGG vs ABCL
-39.9%
+38.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | -0.4% | +65.1% | -65.5% | -1.1% |
| 3M | -0.3% | +111.1% | -111.3% | -1.5% |
| 6M | -1.2% | +231.6% | -232.8% | -3.1% |
| YTD | -0.4% | +234.5% | -234.9% | -2.4% |
| 1Y | +0.4% | +174.3% | -173.9% | -1.5% |
| 3Y | +13.4% | +111.5% | -98.0% | +11.2% |
| 5Y | -1.4% | -37.3% | +35.9% | -3.0% |
| All | -1.4% | -39.9% | +38.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling