+112.5%
VUG vs ABCL
-79.6%
+192.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +2.3% | -3.5% | -1.4% |
| 30D | -8.9% | -0.7% | -8.2% | -9.0% |
| 3M | -5.9% | +33.4% | -39.3% | -9.2% |
| 6M | -3.3% | +137.8% | -141.1% | -13.5% |
| YTD | +3.4% | +264.3% | -260.9% | -12.6% |
| 1Y | +1.9% | +209.2% | -207.3% | -12.4% |
| 3Y | +76.9% | +208.4% | -131.5% | +44.5% |
| 5Y | +63.9% | -11.9% | +75.8% | +46.5% |
| All | +112.5% | -79.6% | +192.1% | +96.0% |
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