+241.3%
EME vs ABCL
+109.3%
+131.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -8.3% | +93.1% | -101.3% | -16.0% |
| 3M | -10.7% | +79.4% | -90.2% | -18.2% |
| 6M | +1.9% | +214.9% | -213.0% | -13.8% |
| YTD | +23.5% | +234.2% | -210.7% | +2.6% |
| 1Y | +18.0% | +174.8% | -156.8% | +0.6% |
| All | +241.3% | +109.3% | +131.9% | +166.5% |
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