+70.7%
EEM vs ABCL
+185.8%
-115.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +2.7% | -3.3% | +6.0% | +3.0% |
| 30D | -5.4% | -7.1% | +1.7% | -4.9% |
| 3M | -8.6% | +4.7% | -13.4% | -9.5% |
| 6M | -8.9% | +140.9% | -149.8% | -18.0% |
| YTD | +11.9% | +236.0% | -224.0% | -3.1% |
| 1Y | +13.1% | +217.4% | -204.3% | -1.7% |
| 3Y | +70.7% | +188.7% | -118.0% | +42.1% |
| All | +70.7% | +185.8% | -115.2% | +42.1% |
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