+219.9%
AEIS vs ABCL
-41.3%
+261.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | -14.6% | +93.1% | -107.7% | -27.8% |
| 3M | -12.4% | +79.4% | -91.9% | -25.6% |
| 6M | -15.0% | +214.9% | -229.8% | -37.8% |
| YTD | +34.3% | +234.2% | -199.9% | -4.5% |
| 1Y | +87.4% | +174.8% | -87.4% | +37.8% |
| 3Y | +139.8% | +104.5% | +35.3% | +73.6% |
| All | +219.9% | -41.3% | +261.2% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling