+82.6%
ED vs ABCL
-16.0%
+98.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | +11.2% | -5.4% | +16.6% | +11.2% |
| 3M | +11.8% | +22.4% | -10.7% | +12.1% |
| 6M | +14.1% | +127.6% | -113.5% | +15.3% |
| YTD | +23.0% | +249.4% | -226.5% | +24.7% |
| 1Y | +23.7% | +198.0% | -174.4% | +25.3% |
| 3Y | +47.7% | +195.8% | -148.1% | +50.1% |
| 5Y | +82.6% | -20.6% | +103.2% | +84.9% |
| All | +82.6% | -16.0% | +98.6% | +84.9% |
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