+74.2%
EFA vs ABCL
-79.5%
+153.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.7% |
| 7D | +1.2% | +12.4% | -11.2% | +0.4% |
| 30D | +1.5% | -0.4% | +1.9% | +1.3% |
| 3M | -3.3% | +80.4% | -83.7% | -8.0% |
| 6M | +2.6% | +138.5% | -136.0% | -5.0% |
| YTD | +11.0% | +265.5% | -254.5% | -0.9% |
| 1Y | +15.1% | +219.7% | -204.6% | +3.6% |
| 3Y | +67.6% | +209.4% | -141.8% | +46.6% |
| 5Y | +50.5% | -15.0% | +65.5% | +38.4% |
| All | +74.2% | -79.5% | +153.7% | +63.9% |
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 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