+121.2%
AEIS vs ABCL
+156.0%
-34.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.7% | -0.6% | +4.6% |
| 7D | -11.3% | -3.2% | -8.1% | -10.6% |
| 30D | -32.6% | -7.4% | -25.2% | -31.3% |
| 3M | -39.2% | +81.9% | -121.1% | -47.5% |
| 6M | -45.4% | +135.7% | -181.1% | -57.0% |
| YTD | -5.8% | +247.4% | -253.2% | -34.0% |
| 1Y | -10.0% | +162.3% | -172.2% | -32.6% |
| 3Y | +121.2% | +165.5% | -44.3% | +47.4% |
| All | +121.2% | +156.0% | -34.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling