-49.9%
EL vs ABCL
-79.6%
+29.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +7.6% | +2.3% | +5.3% | +7.3% |
| 30D | +15.7% | -0.7% | +16.4% | +15.5% |
| 3M | +30.5% | +33.4% | -2.9% | +25.5% |
| 6M | +32.5% | +137.8% | -105.2% | +16.7% |
| YTD | +9.4% | +264.3% | -254.9% | -9.1% |
| 1Y | +28.4% | +209.2% | -180.8% | +8.4% |
| 3Y | +4.4% | +208.4% | -204.0% | -15.9% |
| 5Y | -64.5% | -11.9% | -52.6% | -69.9% |
| All | -49.9% | -79.6% | +29.7% | -56.6% |
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