+61.3%
AEE vs ABCL
-81.3%
+142.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -2.3% | +93.1% | -95.4% | -2.6% |
| 3M | +0.2% | +79.4% | -79.2% | -0.1% |
| 6M | -4.7% | +214.9% | -219.6% | -5.6% |
| YTD | +8.1% | +234.2% | -226.1% | +7.0% |
| 1Y | +8.5% | +174.8% | -166.2% | +7.5% |
| 3Y | +48.9% | +104.5% | -55.6% | +46.9% |
| 5Y | +39.9% | -39.0% | +78.9% | +36.7% |
| All | +61.3% | -81.3% | +142.6% | +55.9% |
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