+79.8%
EFA vs ABCL
-81.3%
+161.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +0.9% | +93.1% | -92.2% | -4.3% |
| 3M | +4.9% | +79.4% | -74.6% | -0.3% |
| 6M | +8.6% | +214.9% | -206.3% | -1.3% |
| YTD | +14.6% | +234.2% | -219.6% | +3.3% |
| 1Y | +22.6% | +174.8% | -152.1% | +11.4% |
| 3Y | +66.5% | +104.5% | -38.0% | +50.0% |
| 5Y | +54.5% | -39.0% | +93.5% | +44.1% |
| All | +79.8% | -81.3% | +161.1% | +70.8% |
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