+4.7%
EFX vs ABCL
-79.5%
+84.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.1% |
| 7D | -2.2% | +12.4% | -14.6% | -3.2% |
| 30D | +29.2% | -0.4% | +29.5% | +28.7% |
| 3M | +3.5% | +80.4% | -76.9% | -3.6% |
| 6M | +7.8% | +138.5% | -130.8% | -3.5% |
| YTD | -12.4% | +265.5% | -277.9% | -25.8% |
| 1Y | -8.2% | +219.7% | -227.9% | -21.3% |
| 3Y | +4.7% | +209.4% | -204.7% | -13.9% |
| 5Y | -32.0% | -15.0% | -17.0% | -40.4% |
| All | +4.7% | -79.5% | +84.2% | -9.1% |
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 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