+25.4%
ED vs ABCL
+198.8%
-173.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.7% |
| 7D | +2.1% | +2.3% | -0.2% | +2.3% |
| 30D | +12.4% | -0.7% | +13.1% | +12.7% |
| 3M | +13.1% | +33.4% | -20.3% | +14.7% |
| 6M | +14.1% | +137.8% | -123.7% | +19.5% |
| YTD | +23.1% | +264.3% | -241.3% | +31.1% |
| 1Y | +25.4% | +209.2% | -183.7% | +33.0% |
| All | +25.4% | +198.8% | -173.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling