+4.5%
ES vs ABCL
-30.0%
+34.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.4% | +11.4% | +2.4% |
| 7D | +5.9% | -14.9% | +20.8% | +6.4% |
| 30D | +10.2% | -15.4% | +25.6% | +10.6% |
| 3M | +0.4% | +88.0% | -87.6% | -2.5% |
| 6M | +6.9% | +138.8% | -132.0% | +2.2% |
| YTD | +10.5% | +225.4% | -214.9% | +3.8% |
| 1Y | +3.2% | +137.3% | -134.1% | -1.8% |
| 3Y | +49.0% | +136.8% | -87.8% | +39.6% |
| 5Y | +4.5% | -26.2% | +30.7% | -3.5% |
| All | +4.5% | -30.0% | +34.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling