+58.2%
ECL vs ABCL
+104.5%
-46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | -2.2% | +93.1% | -95.2% | -4.5% |
| 3M | +10.1% | +79.4% | -69.3% | +7.6% |
| 6M | -5.7% | +214.9% | -220.6% | -10.2% |
| YTD | +7.0% | +234.2% | -227.3% | +1.5% |
| 1Y | +2.7% | +174.8% | -172.1% | -2.3% |
| All | +58.2% | +104.5% | -46.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling