+17.9%
ECL vs ABCL
+189.1%
-171.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -1.1% |
| 7D | -0.5% | +4.4% | -4.9% | -0.5% |
| 30D | +6.6% | -7.9% | +14.4% | +6.7% |
| 3M | +9.6% | +12.2% | -2.6% | +9.0% |
| 6M | +21.6% | +134.7% | -113.2% | +16.5% |
| YTD | +16.9% | +239.8% | -222.9% | +7.9% |
| 1Y | +17.9% | +192.7% | -174.8% | +9.5% |
| All | +17.9% | +189.1% | -171.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling