+4.4%
EL vs ABCL
+197.3%
-192.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | +0.3% | -2.7% | +2.9% | +0.6% |
| 30D | +12.3% | -5.4% | +17.7% | +12.8% |
| 3M | +28.4% | +22.4% | +6.0% | +23.9% |
| 6M | +36.7% | +127.6% | -90.9% | +17.1% |
| YTD | +8.4% | +249.4% | -241.0% | -14.5% |
| 1Y | +25.4% | +198.0% | -172.6% | +1.1% |
| All | +4.4% | +197.3% | -192.9% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling