+52.5%
ALLE vs ABCL
-30.0%
+82.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.2% |
| 7D | 0.0% | -14.9% | +15.0% | +1.1% |
| 30D | +20.6% | -15.4% | +35.9% | +21.8% |
| 3M | +11.4% | +88.0% | -76.6% | +4.2% |
| 6M | +42.5% | +138.8% | -96.3% | +29.0% |
| YTD | +18.9% | +225.4% | -206.6% | +3.4% |
| 1Y | +14.2% | +137.3% | -123.2% | +2.3% |
| 3Y | +90.7% | +136.8% | -46.1% | +63.6% |
| 5Y | +52.5% | -26.2% | +78.7% | +37.8% |
| All | +52.5% | -30.0% | +82.5% | +37.8% |
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