-50.4%
EL vs ABCL
-80.4%
+30.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | +0.3% | -2.7% | +2.9% | +0.5% |
| 30D | +12.3% | -5.4% | +17.7% | +12.7% |
| 3M | +28.4% | +22.4% | +6.0% | +24.7% |
| 6M | +36.7% | +127.6% | -90.9% | +21.0% |
| YTD | +8.4% | +249.4% | -241.0% | -9.6% |
| 1Y | +25.4% | +198.0% | -172.6% | +6.4% |
| 3Y | +3.4% | +195.8% | -192.4% | -16.3% |
| 5Y | -64.8% | -20.6% | -44.2% | -70.0% |
| All | -50.4% | -80.4% | +30.0% | -56.8% |
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