+77.5%
VYM vs ABCL
-39.9%
+117.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | -1.3% | +65.1% | -66.4% | -4.6% |
| 3M | +4.1% | +111.1% | -107.0% | -1.4% |
| 6M | +9.8% | +231.6% | -221.8% | +0.5% |
| YTD | +15.3% | +234.5% | -219.2% | +5.0% |
| 1Y | +20.0% | +174.3% | -154.3% | +10.1% |
| 3Y | +66.2% | +111.5% | -45.2% | +50.4% |
| 5Y | +77.5% | -37.3% | +114.8% | +62.1% |
| All | +77.5% | -39.9% | +117.4% | +62.1% |
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 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