+89.2%
ALLE vs ABCL
+156.0%
-66.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.3% |
| 7D | -0.6% | -3.2% | +2.6% | -0.5% |
| 30D | +25.3% | -7.4% | +32.7% | +25.6% |
| 3M | +10.3% | +81.9% | -71.6% | +5.7% |
| 6M | +38.0% | +135.7% | -97.7% | +28.8% |
| YTD | +17.8% | +247.4% | -229.6% | +6.0% |
| 1Y | +13.6% | +162.3% | -148.6% | +4.4% |
| 3Y | +89.2% | +165.5% | -76.3% | +70.6% |
| All | +89.2% | +156.0% | -66.8% | +70.6% |
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 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