+79.8%
VEA vs ABCL
-79.5%
+159.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.5% |
| 7D | +0.4% | +12.4% | -12.0% | -0.5% |
| 30D | -0.7% | -0.4% | -0.3% | -0.8% |
| 3M | -3.9% | +80.4% | -84.3% | -8.8% |
| 6M | -0.6% | +138.5% | -139.1% | -8.3% |
| YTD | +12.9% | +265.5% | -252.6% | +0.2% |
| 1Y | +18.4% | +219.7% | -201.3% | +5.9% |
| 3Y | +75.3% | +209.4% | -134.1% | +52.3% |
| 5Y | +54.3% | -15.0% | +69.3% | +41.3% |
| All | +79.8% | -79.5% | +159.3% | +68.6% |
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