+54.6%
EEM vs ABCL
-81.3%
+135.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.3% | +0.7% | +1.6% | +2.3% |
| 30D | +4.5% | +93.1% | -88.5% | -2.4% |
| 3M | -0.1% | +79.4% | -79.5% | -6.5% |
| 6M | +16.9% | +214.9% | -197.9% | +3.3% |
| YTD | +26.2% | +234.2% | -208.0% | +10.2% |
| 1Y | +40.5% | +174.8% | -134.2% | +24.1% |
| 3Y | +86.2% | +104.5% | -18.3% | +62.8% |
| 5Y | +45.5% | -39.0% | +84.5% | +34.7% |
| All | +54.6% | -81.3% | +135.9% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling