+71.6%
IEFA vs ABCL
-81.2%
+152.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | +2.2% | -3.3% | +5.5% | +2.4% |
| 30D | +1.1% | -7.1% | +8.2% | +1.4% |
| 3M | -4.3% | +4.7% | -9.0% | -5.1% |
| 6M | +1.4% | +140.9% | -139.5% | -6.3% |
| YTD | +10.1% | +236.0% | -225.9% | -1.3% |
| 1Y | +12.9% | +217.4% | -204.5% | +1.6% |
| 3Y | +65.8% | +188.7% | -122.9% | +45.5% |
| 5Y | +47.7% | -23.5% | +71.2% | +36.6% |
| All | +71.6% | -81.2% | +152.7% | +62.3% |
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