+63.4%
VIG vs ABCL
+182.2%
-118.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.7% |
| 30D | +2.7% | -7.4% | +10.1% | +2.9% |
| 3M | 0.0% | +81.9% | -82.0% | -3.8% |
| 6M | +6.8% | +135.7% | -129.0% | +0.5% |
| YTD | +12.1% | +247.4% | -235.3% | +2.3% |
| 1Y | +14.8% | +162.3% | -147.4% | +6.4% |
| All | +63.4% | +182.2% | -118.8% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling