+46.8%
ECL vs ABCL
-81.0%
+127.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -1.0% |
| 7D | -0.5% | +4.4% | -4.9% | -0.7% |
| 30D | +6.6% | -7.9% | +14.4% | +6.8% |
| 3M | +9.6% | +12.2% | -2.6% | +8.6% |
| 6M | +21.6% | +134.7% | -113.2% | +15.2% |
| YTD | +16.9% | +239.8% | -222.9% | +8.1% |
| 1Y | +17.9% | +192.7% | -174.8% | +9.8% |
| 3Y | +76.5% | +187.6% | -111.1% | +59.8% |
| 5Y | +36.6% | -22.6% | +59.3% | +29.2% |
| All | +46.8% | -81.0% | +127.8% | +42.3% |
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