+119.9%
EFV vs ABCL
-79.6%
+199.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +2.1% | +2.3% | -0.2% | +2.0% |
| 30D | +3.1% | -0.7% | +3.7% | +2.9% |
| 3M | -1.3% | +33.4% | -34.7% | -3.2% |
| 6M | +6.0% | +137.8% | -131.8% | -0.2% |
| YTD | +15.8% | +264.3% | -248.5% | +5.9% |
| 1Y | +21.1% | +209.2% | -188.1% | +11.6% |
| 3Y | +91.0% | +208.4% | -117.4% | +71.6% |
| 5Y | +94.3% | -11.9% | +106.2% | +80.9% |
| All | +119.9% | -79.6% | +199.5% | +109.1% |
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