+141.4%
ESI vs ABCL
-81.3%
+222.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.2% | +3.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | -5.9% | +93.1% | -98.9% | -14.9% |
| 3M | -14.1% | +79.4% | -93.5% | -22.0% |
| 6M | +6.6% | +214.9% | -208.3% | -11.1% |
| YTD | +45.0% | +234.2% | -189.2% | +19.1% |
| 1Y | +41.5% | +174.8% | -133.3% | +18.2% |
| 3Y | +78.8% | +104.5% | -25.7% | +47.2% |
| 5Y | +70.9% | -39.0% | +109.9% | +49.5% |
| All | +141.4% | -81.3% | +222.6% | +123.4% |
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 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