+19.0%
EFV vs ABCL
+189.1%
-170.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | 0.0% |
| 7D | +0.7% | +4.4% | -3.7% | +0.5% |
| 30D | +2.0% | -7.9% | +9.9% | +2.3% |
| 3M | -1.6% | +12.2% | -13.9% | -2.5% |
| 6M | +5.8% | +134.7% | -129.0% | -0.9% |
| YTD | +15.6% | +239.8% | -224.1% | +4.3% |
| 1Y | +19.0% | +192.7% | -173.7% | +9.0% |
| All | +19.0% | +189.1% | -170.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling