+62.1%
VEA vs ABCL
-39.9%
+102.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.9% | +1.4% | +0.4% | +1.7% |
| 30D | +0.8% | +65.1% | -64.3% | -4.2% |
| 3M | +5.7% | +111.1% | -105.4% | -2.2% |
| 6M | +13.3% | +231.6% | -218.3% | +0.1% |
| YTD | +18.4% | +234.5% | -216.1% | +3.9% |
| 1Y | +27.0% | +174.3% | -147.4% | +12.6% |
| 3Y | +79.3% | +111.5% | -32.2% | +57.2% |
| 5Y | +62.1% | -37.3% | +99.4% | +49.2% |
| All | +62.1% | -39.9% | +102.0% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling