+119.5%
ESI vs ABCL
-79.6%
+199.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.6% | +2.3% | -8.9% | -6.9% |
| 30D | -9.8% | -0.7% | -9.2% | -9.8% |
| 3M | -11.9% | +33.4% | -45.3% | -15.8% |
| 6M | -25.1% | +137.8% | -162.9% | -35.1% |
| YTD | +31.9% | +264.3% | -232.4% | +6.7% |
| 1Y | +19.2% | +209.2% | -190.0% | -1.6% |
| 3Y | +76.2% | +208.4% | -132.3% | +38.2% |
| 5Y | +39.4% | -11.9% | +51.3% | +19.1% |
| All | +119.5% | -79.6% | +199.1% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling