+17.4%
ALLE vs ABCL
-41.3%
+58.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -6.8% | +93.1% | -99.9% | -12.4% |
| 3M | +21.0% | +79.4% | -58.4% | +13.8% |
| 6M | +1.1% | +214.9% | -213.8% | -10.4% |
| YTD | -0.5% | +234.2% | -234.7% | -13.0% |
| 1Y | -7.3% | +174.8% | -182.0% | -18.0% |
| 3Y | +42.3% | +104.5% | -62.2% | +25.1% |
| All | +17.4% | -41.3% | +58.7% | +8.2% |
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