+93.8%
VIG vs ABCL
-81.3%
+175.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -1.0% | +93.1% | -94.0% | -4.7% |
| 3M | +2.8% | +79.4% | -76.7% | -1.1% |
| 6M | +8.2% | +214.9% | -206.7% | +0.6% |
| YTD | +11.0% | +234.2% | -223.2% | +2.5% |
| 1Y | +16.1% | +174.8% | -158.6% | +7.9% |
| 3Y | +56.2% | +104.5% | -48.3% | +43.5% |
| 5Y | +63.0% | -39.0% | +102.0% | +52.4% |
| All | +93.8% | -81.3% | +175.1% | +84.3% |
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