+94.1%
SCHD vs ABCL
-81.9%
+175.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -2.6% | -2.7% | +0.1% | -2.5% |
| 30D | -0.3% | +18.3% | -18.6% | -1.2% |
| 3M | +6.1% | +108.5% | -102.4% | +1.9% |
| 6M | +11.7% | +213.9% | -202.2% | +4.6% |
| YTD | +26.3% | +223.1% | -196.8% | +17.7% |
| 1Y | +28.8% | +160.6% | -131.9% | +20.8% |
| 3Y | +55.0% | +104.3% | -49.2% | +43.6% |
| 5Y | +60.0% | -40.0% | +100.1% | +50.7% |
| All | +94.1% | -81.9% | +175.9% | +87.7% |
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