+98.4%
ED vs ABCL
-79.5%
+177.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.4% | -0.1% |
| 7D | -0.1% | +12.4% | -12.5% | +0.1% |
| 30D | +11.6% | -0.4% | +11.9% | +11.7% |
| 3M | +10.5% | +80.4% | -69.8% | +11.5% |
| 6M | +13.2% | +138.5% | -125.3% | +14.8% |
| YTD | +22.1% | +265.5% | -243.4% | +24.4% |
| 1Y | +24.2% | +219.7% | -195.5% | +26.3% |
| 3Y | +46.9% | +209.4% | -162.5% | +50.0% |
| 5Y | +80.8% | -15.0% | +95.8% | +83.9% |
| All | +98.4% | -79.5% | +177.9% | +101.7% |
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 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