+5.5%
VNQ vs ABCL
-39.9%
+45.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -2.5% | +65.1% | -67.6% | -6.8% |
| 3M | +1.4% | +111.1% | -109.7% | -5.5% |
| 6M | +4.6% | +231.6% | -227.0% | -7.0% |
| YTD | +10.5% | +234.5% | -224.0% | -2.5% |
| 1Y | +8.4% | +174.3% | -165.9% | -3.4% |
| 3Y | +32.4% | +111.5% | -79.0% | +16.7% |
| 5Y | +5.5% | -37.3% | +42.8% | -4.3% |
| All | +5.5% | -39.9% | +45.4% | -4.3% |
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 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