+108.3%
VUG vs ABCL
-80.5%
+188.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.2% |
| 7D | -3.4% | -3.2% | -0.2% | -3.2% |
| 30D | -11.1% | -7.4% | -3.7% | -10.6% |
| 3M | -7.2% | +81.9% | -89.2% | -13.8% |
| 6M | -4.1% | +135.7% | -139.9% | -14.3% |
| YTD | +1.4% | +247.4% | -246.0% | -13.9% |
| 1Y | +1.9% | +162.3% | -160.3% | -11.0% |
| 3Y | +77.7% | +165.5% | -87.7% | +47.6% |
| 5Y | +57.6% | -21.3% | +78.9% | +41.9% |
| All | +108.3% | -80.5% | +188.8% | +93.1% |
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