+51.6%
ED vs ABCL
+185.8%
-134.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.3% |
| 7D | +2.1% | -3.3% | +5.3% | +2.0% |
| 30D | +10.4% | -7.1% | +17.5% | +10.3% |
| 3M | +12.5% | +4.7% | +7.8% | +12.9% |
| 6M | +14.9% | +140.9% | -126.0% | +18.5% |
| YTD | +24.8% | +236.0% | -211.1% | +30.1% |
| 1Y | +23.8% | +217.4% | -193.6% | +29.0% |
| 3Y | +51.6% | +188.7% | -137.0% | +58.6% |
| All | +51.6% | +185.8% | -134.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling