+89.7%
ALLE vs ABCL
-81.2%
+170.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +3.6% | -3.3% | +6.8% | +3.7% |
| 30D | +25.9% | -7.1% | +33.0% | +26.1% |
| 3M | +15.8% | +4.7% | +11.0% | +14.8% |
| 6M | +48.1% | +140.9% | -92.8% | +37.8% |
| YTD | +22.0% | +236.0% | -214.0% | +10.2% |
| 1Y | +18.0% | +217.4% | -199.4% | +6.9% |
| 3Y | +93.1% | +188.7% | -95.6% | +70.6% |
| 5Y | +52.1% | -23.5% | +75.6% | +39.6% |
| All | +89.7% | -81.2% | +170.9% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling