+29.5%
EMB vs ABCL
+206.1%
-176.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.1% |
| 6M | -2.2% | +137.8% | -140.0% | -5.3% |
| YTD | -0.6% | +264.3% | -264.9% | -5.3% |
| 1Y | +0.2% | +209.2% | -209.0% | -4.0% |
| 3Y | +29.5% | +208.4% | -178.9% | +21.7% |
| All | +29.5% | +206.1% | -176.6% | +21.7% |
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 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