+651.4%
EME vs ABCL
-81.0%
+732.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | +11.3% | +4.4% | +6.9% | +10.9% |
| 30D | -14.6% | -7.9% | -6.7% | -14.1% |
| 3M | -20.4% | +12.2% | -32.6% | -21.6% |
| 6M | -28.3% | +134.7% | -163.0% | -34.6% |
| YTD | +8.6% | +239.8% | -231.2% | -5.0% |
| 1Y | +3.2% | +192.7% | -189.5% | -8.5% |
| 3Y | +216.8% | +187.6% | +29.1% | +172.0% |
| 5Y | +417.5% | -22.6% | +440.1% | +362.3% |
| All | +651.4% | -81.0% | +732.3% | +613.1% |
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