+114.7%
VYM vs ABCL
-81.0%
+195.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.2% |
| 7D | +3.3% | +4.4% | -1.1% | +3.1% |
| 30D | +3.8% | -7.9% | +11.6% | +4.0% |
| 3M | -0.4% | +12.2% | -12.6% | -1.3% |
| 6M | +7.1% | +134.7% | -127.6% | +1.5% |
| YTD | +17.1% | +239.8% | -222.7% | +8.2% |
| 1Y | +18.4% | +192.7% | -174.3% | +10.2% |
| 3Y | +74.5% | +187.6% | -113.1% | +58.5% |
| 5Y | +72.5% | -22.6% | +95.2% | +61.0% |
| All | +114.7% | -81.0% | +195.7% | +104.4% |
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