+68.1%
ESI vs ABCL
+156.0%
-87.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.9% |
| 7D | -8.5% | -3.2% | -5.3% | -8.2% |
| 30D | -15.7% | -7.4% | -8.3% | -14.8% |
| 3M | -18.2% | +81.9% | -100.2% | -26.6% |
| 6M | -28.8% | +135.7% | -164.6% | -39.8% |
| YTD | +26.3% | +247.4% | -221.1% | -1.2% |
| 1Y | +18.2% | +162.3% | -144.0% | -3.8% |
| 3Y | +68.1% | +165.5% | -97.4% | +27.8% |
| All | +68.1% | +156.0% | -87.9% | +27.8% |
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