+35.2%
VWO vs ABCL
-39.4%
+74.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.4% |
| 30D | +0.9% | +18.3% | -17.4% | -0.8% |
| 3M | +4.3% | +108.5% | -104.2% | -3.6% |
| 6M | +10.5% | +213.9% | -203.4% | -2.2% |
| YTD | +13.4% | +223.1% | -209.7% | -0.6% |
| 1Y | +18.6% | +160.6% | -142.0% | +5.4% |
| 3Y | +65.8% | +104.3% | -38.5% | +45.4% |
| 5Y | +35.2% | -40.0% | +75.3% | +25.0% |
| All | +35.2% | -39.4% | +74.6% | +25.0% |
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 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