+38.0%
ESI vs ABCL
-26.2%
+64.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +5.5% | -3.3% | +8.8% | +6.1% |
| 30D | -7.8% | -7.1% | -0.6% | -6.8% |
| 3M | -15.0% | +4.7% | -19.8% | -16.3% |
| 6M | -24.9% | +140.9% | -165.8% | -37.3% |
| YTD | +33.2% | +236.0% | -202.7% | +3.5% |
| 1Y | +24.9% | +217.4% | -192.5% | -2.1% |
| 3Y | +77.8% | +188.7% | -110.9% | +31.8% |
| All | +38.0% | -26.2% | +64.3% | +16.8% |
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 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