+69.4%
VEU vs ABCL
-80.4%
+149.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.2% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | -1.0% | -5.4% | +4.4% | -0.8% |
| 3M | -3.6% | +22.4% | -26.0% | -5.6% |
| 6M | -1.2% | +127.6% | -128.8% | -8.7% |
| YTD | +12.0% | +249.4% | -237.4% | -0.5% |
| 1Y | +13.9% | +198.0% | -184.1% | +2.3% |
| 3Y | +71.3% | +195.8% | -124.5% | +48.9% |
| 5Y | +50.3% | -20.6% | +70.9% | +38.3% |
| All | +69.4% | -80.4% | +149.8% | +61.3% |
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