+47.9%
ECL vs ABCL
-79.5%
+127.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.8% |
| 7D | -0.5% | +12.4% | -12.9% | -1.1% |
| 30D | +8.8% | -0.4% | +9.2% | +8.7% |
| 3M | +7.8% | +80.4% | -72.5% | +4.2% |
| 6M | +21.3% | +138.5% | -117.2% | +14.9% |
| YTD | +17.8% | +265.5% | -247.7% | +8.6% |
| 1Y | +21.1% | +219.7% | -198.6% | +12.3% |
| 3Y | +80.1% | +209.4% | -129.3% | +62.5% |
| 5Y | +40.5% | -15.0% | +55.5% | +32.5% |
| All | +47.9% | -79.5% | +127.4% | +43.0% |
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