+78.6%
VEA vs ABCL
-81.0%
+159.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +1.8% | +4.4% | -2.6% | +1.5% |
| 30D | -0.9% | -7.9% | +7.0% | -0.5% |
| 3M | -5.0% | +12.2% | -17.3% | -6.3% |
| 6M | 0.0% | +134.7% | -134.8% | -7.7% |
| YTD | +12.2% | +239.8% | -227.6% | +0.1% |
| 1Y | +14.7% | +192.7% | -178.0% | +3.3% |
| 3Y | +73.2% | +187.6% | -114.4% | +51.3% |
| 5Y | +53.7% | -22.6% | +76.3% | +41.6% |
| All | +78.6% | -81.0% | +159.5% | +68.4% |
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 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