+36.1%
VWO vs ABCL
-79.6%
+115.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | -5.5% | -0.7% | -4.8% | -5.6% |
| 3M | -6.2% | +33.4% | -39.6% | -8.8% |
| 6M | -6.4% | +137.8% | -144.2% | -14.4% |
| YTD | +5.4% | +264.3% | -258.9% | -7.7% |
| 1Y | +4.5% | +209.2% | -204.6% | -7.3% |
| 3Y | +56.1% | +208.4% | -152.3% | +33.5% |
| 5Y | +28.1% | -11.9% | +40.0% | +17.1% |
| All | +36.1% | -79.6% | +115.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling