+89.3%
VEA vs ABCL
-81.3%
+170.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +1.9% | +93.1% | -91.1% | -3.5% |
| 3M | +3.2% | +79.4% | -76.2% | -2.2% |
| 6M | +10.2% | +214.9% | -204.6% | -0.3% |
| YTD | +18.9% | +234.2% | -215.3% | +6.5% |
| 1Y | +29.3% | +174.8% | -145.4% | +16.9% |
| 3Y | +76.8% | +104.5% | -27.7% | +58.3% |
| 5Y | +61.2% | -39.0% | +100.2% | +49.8% |
| All | +89.3% | -81.3% | +170.5% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling