+89.3%
ACWI vs ABCL
-81.8%
+171.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.5% | -3.1% |
| 7D | -4.0% | -14.9% | +10.9% | -2.9% |
| 30D | -5.8% | -15.4% | +9.5% | -4.8% |
| 3M | -5.0% | +88.0% | -93.0% | -10.5% |
| 6M | +0.7% | +138.8% | -138.1% | -7.7% |
| YTD | +8.4% | +225.4% | -217.0% | -3.7% |
| 1Y | +10.1% | +137.3% | -127.2% | +0.1% |
| 3Y | +70.8% | +136.8% | -66.0% | +49.7% |
| 5Y | +55.4% | -26.2% | +81.6% | +43.0% |
| All | +89.3% | -81.8% | +171.0% | +79.2% |
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