+30.5%
ACI vs ABCL
-80.5%
+111.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -3.3% |
| 7D | -2.2% | -3.2% | +1.0% | -2.2% |
| 30D | +10.3% | -7.4% | +17.7% | +10.3% |
| 3M | +7.2% | +81.9% | -74.7% | +7.5% |
| 6M | -18.0% | +135.7% | -153.7% | -17.7% |
| YTD | -22.0% | +247.4% | -269.4% | -21.8% |
| 1Y | -23.4% | +162.3% | -185.6% | -23.1% |
| 3Y | -35.8% | +165.5% | -201.3% | -35.8% |
| 5Y | -43.7% | -21.3% | -22.4% | -44.0% |
| All | +30.5% | -80.5% | +111.1% | +33.3% |
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