+43.8%
VNQ vs ABCL
-81.0%
+124.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | +0.2% | +4.4% | -4.2% | -0.1% |
| 30D | +5.8% | -7.9% | +13.7% | +6.1% |
| 3M | 0.0% | +12.2% | -12.3% | -1.2% |
| 6M | +1.5% | +134.7% | -133.3% | -5.4% |
| YTD | +12.1% | +239.8% | -227.7% | +1.1% |
| 1Y | +10.6% | +192.7% | -182.1% | +0.7% |
| 3Y | +43.5% | +187.6% | -144.1% | +26.7% |
| 5Y | +6.8% | -22.6% | +29.5% | -1.6% |
| All | +43.8% | -81.0% | +124.7% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling