+102.7%
ED vs ABCL
-81.2%
+183.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +2.1% | -3.3% | +5.3% | +2.0% |
| 30D | +10.4% | -7.1% | +17.5% | +10.4% |
| 3M | +12.5% | +4.7% | +7.8% | +12.7% |
| 6M | +14.9% | +140.9% | -126.0% | +16.4% |
| YTD | +24.8% | +236.0% | -211.1% | +27.0% |
| 1Y | +23.8% | +217.4% | -193.6% | +25.9% |
| 3Y | +51.6% | +188.7% | -137.0% | +54.7% |
| 5Y | +86.4% | -23.5% | +109.9% | +89.3% |
| All | +102.7% | -81.2% | +183.9% | +105.9% |
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