+754.7%
EME vs ABCL
-81.9%
+836.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.2% |
| 7D | +2.7% | -2.7% | +5.5% | +3.0% |
| 30D | -6.8% | +18.3% | -25.1% | -8.3% |
| 3M | -8.8% | +108.5% | -117.3% | -15.5% |
| 6M | +5.0% | +213.9% | -208.9% | -6.6% |
| YTD | +23.5% | +223.1% | -199.6% | +8.9% |
| 1Y | +21.3% | +160.6% | -139.3% | +8.8% |
| 3Y | +241.1% | +104.3% | +136.8% | +199.1% |
| 5Y | +549.2% | -40.0% | +589.2% | +484.3% |
| All | +754.7% | -81.9% | +836.5% | +717.2% |
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