-50.6%
EL vs ABCL
-81.2%
+30.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.5% | -3.3% | +4.8% | +1.9% |
| 30D | +10.0% | -7.1% | +17.1% | +10.6% |
| 3M | +28.4% | +4.7% | +23.7% | +26.9% |
| 6M | +37.1% | +140.9% | -103.8% | +20.4% |
| YTD | +7.8% | +236.0% | -228.1% | -9.6% |
| 1Y | +26.0% | +217.4% | -191.4% | +6.2% |
| 3Y | +3.8% | +188.7% | -184.9% | -15.7% |
| 5Y | -65.2% | -23.5% | -41.7% | -70.2% |
| All | -50.6% | -81.2% | +30.5% | -56.9% |
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