+2.4%
ES vs ABCL
-79.6%
+81.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.9% | +2.3% | -1.4% | +0.8% |
| 30D | +5.9% | -0.7% | +6.6% | +5.8% |
| 3M | -1.0% | +33.4% | -34.4% | -1.9% |
| 6M | +7.2% | +137.8% | -130.6% | +4.1% |
| YTD | +7.0% | +264.3% | -257.3% | +2.4% |
| 1Y | +0.5% | +209.2% | -208.7% | -3.5% |
| 3Y | +48.7% | +208.4% | -159.8% | +41.4% |
| 5Y | +1.9% | -11.9% | +13.8% | -2.7% |
| All | +2.4% | -79.6% | +81.9% | 0.0% |
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