+6.8%
EMB vs ABCL
-79.6%
+86.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +2.3% | -1.8% | +0.4% |
| 30D | +1.3% | -0.7% | +2.0% | +1.2% |
| 3M | -1.7% | +33.4% | -35.1% | -3.0% |
| 6M | -1.8% | +137.8% | -139.6% | -5.7% |
| YTD | -0.2% | +264.3% | -264.5% | -6.0% |
| 1Y | +0.7% | +209.2% | -208.5% | -4.7% |
| 3Y | +30.1% | +208.4% | -178.3% | +21.0% |
| 5Y | +8.5% | -11.9% | +20.3% | +4.4% |
| All | +6.8% | -79.6% | +86.4% | +4.1% |
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