+49.5%
VEU vs ABCL
-18.8%
+68.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.3% |
| 7D | +0.8% | +12.4% | -11.7% | -0.3% |
| 30D | -1.6% | -0.4% | -1.3% | -1.8% |
| 3M | -4.2% | +80.4% | -84.6% | -10.0% |
| 6M | -1.5% | +138.5% | -140.0% | -10.7% |
| YTD | +11.7% | +265.5% | -253.8% | -3.4% |
| 1Y | +15.6% | +219.7% | -204.1% | +1.1% |
| 3Y | +71.7% | +209.4% | -137.7% | +44.5% |
| 5Y | +49.5% | -15.0% | +64.5% | +36.3% |
| All | +49.5% | -18.8% | +68.3% | +36.3% |
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 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