+45.0%
ECL vs ABCL
-80.5%
+125.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.0% |
| 7D | -0.8% | -3.2% | +2.4% | -0.7% |
| 30D | +8.1% | -7.4% | +15.5% | +8.3% |
| 3M | +6.4% | +81.9% | -75.6% | +2.7% |
| 6M | +14.8% | +135.7% | -121.0% | +8.7% |
| YTD | +15.5% | +247.4% | -231.9% | +6.7% |
| 1Y | +20.1% | +162.3% | -142.1% | +12.4% |
| 3Y | +77.8% | +165.5% | -87.7% | +61.9% |
| 5Y | +37.9% | -21.3% | +59.1% | +30.3% |
| All | +45.0% | -80.5% | +125.5% | +40.5% |
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