+72.5%
IEFA vs ABCL
-80.4%
+153.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +1.3% | -5.4% | +6.7% | +1.5% |
| 3M | -3.2% | +22.4% | -25.6% | -5.0% |
| 6M | +2.0% | +127.6% | -125.6% | -5.3% |
| YTD | +10.7% | +249.4% | -238.7% | -1.0% |
| 1Y | +13.0% | +198.0% | -185.1% | +2.1% |
| 3Y | +67.1% | +195.8% | -128.7% | +46.4% |
| 5Y | +49.4% | -20.6% | +70.0% | +37.8% |
| All | +72.5% | -80.4% | +153.0% | +62.8% |
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