+64.4%
EEM vs ABCL
+156.0%
-91.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.5% | +1.5% |
| 7D | -2.8% | -3.2% | +0.4% | -2.6% |
| 30D | -11.9% | -7.4% | -4.5% | -11.4% |
| 3M | -8.8% | +81.9% | -90.7% | -14.7% |
| 6M | -11.6% | +135.7% | -147.3% | -20.3% |
| YTD | +9.0% | +247.4% | -238.4% | -6.0% |
| 1Y | +10.6% | +162.3% | -151.7% | -2.4% |
| 3Y | +64.4% | +165.5% | -101.1% | +38.9% |
| All | +64.4% | +156.0% | -91.7% | +38.9% |
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 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