+2.7%
ES vs ABCL
-80.5%
+83.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.6% | -3.0% |
| 7D | +1.9% | -3.2% | +5.1% | +1.9% |
| 30D | +7.1% | -7.4% | +14.5% | +7.1% |
| 3M | -1.9% | +81.9% | -83.9% | -3.8% |
| 6M | +4.4% | +135.7% | -131.4% | +1.4% |
| YTD | +7.3% | +247.4% | -240.1% | +2.8% |
| 1Y | +2.1% | +162.3% | -160.1% | -1.5% |
| 3Y | +41.8% | +165.5% | -123.6% | +35.3% |
| 5Y | +1.4% | -21.3% | +22.7% | -3.2% |
| All | +2.7% | -80.5% | +83.2% | +0.4% |
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