+72.1%
IEFA vs ABCL
-79.6%
+151.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.9% |
| 30D | +0.7% | -0.7% | +1.3% | +0.5% |
| 3M | -3.4% | +33.4% | -36.8% | -5.8% |
| 6M | +1.5% | +137.8% | -136.3% | -6.1% |
| YTD | +10.4% | +264.3% | -253.9% | -1.5% |
| 1Y | +13.4% | +209.2% | -195.8% | +2.2% |
| 3Y | +66.7% | +208.4% | -141.8% | +45.6% |
| 5Y | +49.5% | -11.9% | +61.4% | +37.3% |
| All | +72.1% | -79.6% | +151.6% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling