+233.0%
AEM vs ABCL
-81.3%
+314.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +24.0% | +93.1% | -69.1% | +16.6% |
| 3M | +16.1% | +79.4% | -63.3% | +9.4% |
| 6M | -11.6% | +214.9% | -226.5% | -20.7% |
| YTD | +21.5% | +234.2% | -212.7% | +8.3% |
| 1Y | +39.2% | +174.8% | -135.6% | +25.2% |
| 3Y | +347.4% | +104.5% | +243.0% | +301.0% |
| 5Y | +290.1% | -39.0% | +329.2% | +263.7% |
| All | +233.0% | -81.3% | +314.2% | +228.3% |
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