+84.6%
ED vs ABCL
-30.0%
+114.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +0.8% |
| 7D | +5.2% | -14.9% | +20.1% | +4.9% |
| 30D | +15.5% | -15.4% | +30.9% | +15.3% |
| 3M | +13.0% | +88.0% | -75.0% | +13.9% |
| 6M | +13.1% | +138.8% | -125.7% | +14.4% |
| YTD | +25.3% | +225.4% | -200.2% | +27.0% |
| 1Y | +30.5% | +137.3% | -106.8% | +32.2% |
| 3Y | +49.3% | +136.8% | -87.5% | +52.2% |
| 5Y | +84.6% | -26.2% | +110.8% | +85.9% |
| All | +84.6% | -30.0% | +114.6% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling