+98.7%
ED vs ABCL
-80.5%
+179.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.1% | -2.3% |
| 7D | +1.6% | -3.2% | +4.8% | +1.6% |
| 30D | +13.3% | -7.4% | +20.7% | +13.3% |
| 3M | +9.7% | +81.9% | -72.2% | +10.7% |
| 6M | +12.8% | +135.7% | -122.9% | +14.3% |
| YTD | +22.3% | +247.4% | -225.1% | +24.5% |
| 1Y | +26.3% | +162.3% | -136.0% | +28.3% |
| 3Y | +45.0% | +165.5% | -120.4% | +48.0% |
| 5Y | +80.2% | -21.3% | +101.5% | +83.0% |
| All | +98.7% | -80.5% | +179.2% | +101.8% |
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 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