+6.4%
EMB vs ABCL
-79.6%
+86.0%
-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 | +0.9% | -0.7% | +1.6% | +0.8% |
| 3M | -2.1% | +33.4% | -35.5% | -3.4% |
| 6M | -2.2% | +137.8% | -140.0% | -6.1% |
| YTD | -0.6% | +264.3% | -264.9% | -6.4% |
| 1Y | +0.2% | +209.2% | -209.0% | -5.1% |
| 3Y | +29.5% | +208.4% | -178.9% | +20.5% |
| 5Y | +8.0% | -11.9% | +19.9% | +4.0% |
| All | +6.4% | -79.6% | +86.0% | +3.7% |
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