+126.7%
SCHG vs ABCL
-81.2%
+207.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +2.7% | -3.3% | +6.0% | +3.1% |
| 30D | -5.2% | -7.1% | +1.9% | -4.7% |
| 3M | -5.2% | +4.7% | -9.9% | -6.2% |
| 6M | -0.6% | +140.9% | -141.5% | -11.4% |
| YTD | +4.7% | +236.0% | -231.2% | -10.9% |
| 1Y | +6.0% | +217.4% | -211.4% | -9.3% |
| 3Y | +78.9% | +188.7% | -109.8% | +46.8% |
| 5Y | +69.9% | -23.5% | +93.4% | +53.4% |
| All | +126.7% | -81.2% | +207.8% | +111.2% |
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