+62.9%
VIG vs ABCL
-39.9%
+102.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -2.1% | +65.1% | -67.2% | -5.7% |
| 3M | +3.3% | +111.1% | -107.7% | -2.5% |
| 6M | +9.3% | +231.6% | -222.3% | -0.7% |
| YTD | +10.1% | +234.5% | -224.4% | -0.5% |
| 1Y | +14.7% | +174.3% | -159.6% | +4.5% |
| 3Y | +56.9% | +111.5% | -54.5% | +41.2% |
| 5Y | +62.9% | -37.3% | +100.2% | +50.0% |
| All | +62.9% | -39.9% | +102.8% | +50.0% |
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