+44.1%
VWO vs ABCL
-82.9%
+126.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.1% |
| 7D | -1.7% | -9.6% | +7.9% | -0.9% |
| 30D | -0.3% | +7.2% | -7.5% | -1.1% |
| 3M | +4.0% | +105.5% | -101.5% | -3.2% |
| 6M | +8.1% | +193.0% | -184.9% | -2.8% |
| YTD | +11.6% | +205.8% | -194.2% | -0.5% |
| 1Y | +16.2% | +144.4% | -128.2% | +4.9% |
| 3Y | +63.3% | +93.3% | -30.1% | +45.2% |
| 5Y | +33.4% | -44.9% | +78.3% | +25.6% |
| All | +44.1% | -82.9% | +126.9% | +42.0% |
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