+54.9%
EEM vs ABCL
-81.2%
+136.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.1% | +1.4% | +1.7% | +2.9% |
| 30D | +4.9% | +65.1% | -60.2% | -0.6% |
| 3M | +5.2% | +111.1% | -105.8% | -3.1% |
| 6M | +20.7% | +231.6% | -210.9% | +6.1% |
| YTD | +26.5% | +234.5% | -208.0% | +10.4% |
| 1Y | +37.8% | +174.3% | -136.5% | +21.8% |
| 3Y | +91.0% | +111.5% | -20.5% | +66.5% |
| 5Y | +47.0% | -37.3% | +84.3% | +35.9% |
| All | +54.9% | -81.2% | +136.1% | +50.9% |
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