-50.0%
EL vs ABCL
-79.5%
+29.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.2% |
| 7D | +8.0% | +12.4% | -4.4% | +6.5% |
| 30D | +15.4% | -0.4% | +15.8% | +15.1% |
| 3M | +28.5% | +80.4% | -51.9% | +18.8% |
| 6M | +32.2% | +138.5% | -106.3% | +16.4% |
| YTD | +9.2% | +265.5% | -256.3% | -9.4% |
| 1Y | +30.8% | +219.7% | -188.9% | +10.1% |
| 3Y | +3.7% | +209.4% | -205.7% | -16.5% |
| 5Y | -64.8% | -15.0% | -49.8% | -70.1% |
| All | -50.0% | -79.5% | +29.5% | -56.7% |
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