+14.2%
ALLE vs ABCL
+127.6%
-113.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.8% |
| 7D | 0.0% | -14.9% | +15.0% | +0.1% |
| 30D | +20.6% | -15.4% | +35.9% | +20.7% |
| 3M | +11.4% | +88.0% | -76.6% | +9.6% |
| 6M | +42.5% | +138.8% | -96.3% | +37.9% |
| YTD | +18.9% | +225.4% | -206.6% | +13.2% |
| 1Y | +14.2% | +137.3% | -123.2% | +9.4% |
| All | +14.2% | +127.6% | -113.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling