+38.7%
ECL vs ABCL
-8.0%
+46.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.4% | +2.3% | -1.9% | +0.3% |
| 30D | +8.6% | -0.7% | +9.3% | +8.4% |
| 3M | +7.9% | +33.4% | -25.5% | +5.4% |
| 6M | +21.0% | +137.8% | -116.8% | +12.4% |
| YTD | +17.5% | +264.3% | -246.8% | +5.0% |
| 1Y | +19.7% | +209.2% | -189.5% | +8.1% |
| 3Y | +77.4% | +208.4% | -131.0% | +53.2% |
| 5Y | +38.7% | -11.9% | +50.6% | +30.7% |
| All | +38.7% | -8.0% | +46.7% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling