+72.6%
EFA vs ABCL
-81.0%
+153.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.4% |
| 7D | +1.3% | +4.4% | -3.1% | +1.0% |
| 30D | +0.5% | -7.9% | +8.4% | +0.9% |
| 3M | -4.1% | +12.2% | -16.4% | -5.4% |
| 6M | +2.4% | +134.7% | -132.3% | -5.1% |
| YTD | +10.0% | +239.8% | -229.7% | -1.3% |
| 1Y | +11.4% | +192.7% | -181.3% | +0.9% |
| 3Y | +65.4% | +187.6% | -122.2% | +45.3% |
| 5Y | +49.6% | -22.6% | +72.2% | +38.3% |
| All | +72.6% | -81.0% | +153.6% | +63.3% |
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