+136.6%
SPYG vs ABCL
-81.2%
+217.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.2% | +1.4% | -0.2% | +1.1% |
| 30D | -1.6% | +65.1% | -66.6% | -6.8% |
| 3M | +3.4% | +111.1% | -107.7% | -5.1% |
| 6M | +18.9% | +231.6% | -212.7% | +3.7% |
| YTD | +13.8% | +234.5% | -220.7% | -1.5% |
| 1Y | +20.6% | +174.3% | -153.7% | +5.7% |
| 3Y | +100.5% | +111.5% | -11.0% | +72.8% |
| 5Y | +84.6% | -37.3% | +121.9% | +68.5% |
| All | +136.6% | -81.2% | +217.9% | +120.8% |
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