+100.0%
ED vs ABCL
-81.0%
+180.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.1% |
| 7D | -1.7% | +4.4% | -6.1% | -1.6% |
| 30D | +10.7% | -7.9% | +18.5% | +10.6% |
| 3M | +11.6% | +12.2% | -0.6% | +11.9% |
| 6M | +13.5% | +134.7% | -121.2% | +15.0% |
| YTD | +23.1% | +239.8% | -216.6% | +25.2% |
| 1Y | +23.1% | +192.7% | -169.6% | +25.1% |
| 3Y | +47.9% | +187.6% | -139.7% | +50.9% |
| 5Y | +83.9% | -22.6% | +106.5% | +86.7% |
| All | +100.0% | -81.0% | +180.9% | +103.1% |
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