+44.6%
EEM vs ABCL
-41.3%
+85.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +4.5% | +93.1% | -88.5% | -3.1% |
| 3M | -0.1% | +79.4% | -79.5% | -7.2% |
| 6M | +16.9% | +214.9% | -197.9% | +1.9% |
| YTD | +26.2% | +234.2% | -208.0% | +8.6% |
| 1Y | +40.5% | +174.8% | -134.2% | +22.4% |
| 3Y | +86.2% | +104.5% | -18.3% | +60.8% |
| All | +44.6% | -41.3% | +85.9% | +32.1% |
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 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