+24.6%
EME vs ABCL
+171.1%
-146.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +5.2% | +1.4% | +3.7% | +5.0% |
| 30D | -5.4% | +65.1% | -70.4% | -12.0% |
| 3M | -6.1% | +111.1% | -117.2% | -17.3% |
| 6M | +9.7% | +231.6% | -221.9% | -12.6% |
| YTD | +26.6% | +234.5% | -207.9% | -1.6% |
| 1Y | +24.6% | +174.3% | -149.7% | +6.7% |
| All | +24.6% | +171.1% | -146.5% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling