-4.6%
EFX vs ABCL
-81.2%
+76.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -7.8% | +1.4% | -9.2% | -7.9% |
| 30D | -5.7% | +65.1% | -70.8% | -10.8% |
| 3M | +2.5% | +111.1% | -108.6% | -6.0% |
| 6M | -16.7% | +231.6% | -248.3% | -27.8% |
| YTD | -20.2% | +234.5% | -254.7% | -31.4% |
| 1Y | -31.4% | +174.3% | -205.7% | -40.3% |
| 3Y | -10.5% | +111.5% | -122.0% | -23.3% |
| 5Y | -35.2% | -37.3% | +2.1% | -42.5% |
| All | -4.6% | -81.2% | +76.6% | -15.9% |
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