+163.4%
AEIS vs ABCL
+189.1%
-25.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.6% |
| 7D | +23.2% | +4.4% | +18.8% | +22.1% |
| 30D | -17.0% | -7.9% | -9.2% | -15.3% |
| 3M | -32.2% | +12.2% | -44.4% | -34.1% |
| 6M | -32.6% | +134.7% | -167.3% | -46.8% |
| YTD | +9.4% | +239.8% | -230.4% | -22.8% |
| 1Y | +7.7% | +192.7% | -185.0% | -21.2% |
| All | +163.4% | +189.1% | -25.7% | +70.4% |
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