+8.6%
AEIS vs ABCL
+138.2%
-129.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.8% | -12.0% | -11.3% |
| 7D | -12.7% | -10.0% | -2.7% | -11.4% |
| 30D | -28.8% | -10.9% | -18.0% | -27.9% |
| 3M | -38.0% | +101.6% | -139.7% | -44.4% |
| 6M | -45.3% | +167.5% | -212.8% | -55.3% |
| YTD | +1.1% | +259.1% | -257.9% | -22.9% |
| 1Y | +8.6% | +152.2% | -143.5% | -9.5% |
| All | +8.6% | +138.2% | -129.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling