+640.2%
EME vs ABCL
-79.5%
+719.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +6.9% |
| 7D | -4.4% | +12.4% | -16.8% | -5.3% |
| 30D | -17.3% | -0.4% | -16.9% | -17.3% |
| 3M | -20.0% | +80.4% | -100.4% | -24.7% |
| 6M | -29.1% | +138.5% | -167.6% | -35.4% |
| YTD | +6.9% | +265.5% | -258.5% | -6.9% |
| 1Y | +0.8% | +219.7% | -218.9% | -11.4% |
| 3Y | +214.4% | +209.4% | +5.0% | +168.3% |
| 5Y | +404.2% | -15.0% | +419.2% | +347.6% |
| All | +640.2% | -79.5% | +719.7% | +598.3% |
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