+37.3%
EEM vs ABCL
-79.5%
+116.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.4% | +2.4% |
| 7D | -0.1% | +12.4% | -12.5% | -1.3% |
| 30D | -8.6% | -0.4% | -8.3% | -8.8% |
| 3M | -7.0% | +80.4% | -87.4% | -12.8% |
| 6M | -9.7% | +138.5% | -148.3% | -18.3% |
| YTD | +12.1% | +265.5% | -253.4% | -3.2% |
| 1Y | +14.1% | +219.7% | -205.6% | -0.5% |
| 3Y | +72.1% | +209.4% | -137.3% | +44.9% |
| 5Y | +34.1% | -15.0% | +49.1% | +21.4% |
| All | +37.3% | -79.5% | +116.8% | +32.3% |
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