+86.8%
VEA vs ABCL
-81.9%
+168.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +0.4% | +18.3% | -17.9% | -1.0% |
| 3M | +4.8% | +108.5% | -103.7% | -1.8% |
| 6M | +11.3% | +213.9% | -202.7% | +0.7% |
| YTD | +17.4% | +223.1% | -205.7% | +5.4% |
| 1Y | +26.2% | +160.6% | -134.4% | +14.5% |
| 3Y | +77.7% | +104.3% | -26.5% | +59.2% |
| 5Y | +60.9% | -40.0% | +101.0% | +49.8% |
| All | +86.8% | -81.9% | +168.7% | +77.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling