+381.1%
ET vs ABCL
-81.3%
+462.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | +7.5% | +93.1% | -85.6% | +3.5% |
| 3M | +11.4% | +79.4% | -68.0% | +7.4% |
| 6M | +18.5% | +214.9% | -196.3% | +10.2% |
| YTD | +37.4% | +234.2% | -196.8% | +26.8% |
| 1Y | +30.9% | +174.8% | -143.8% | +21.7% |
| 3Y | +98.7% | +104.5% | -5.7% | +82.3% |
| 5Y | +230.7% | -39.0% | +269.7% | +213.7% |
| All | +381.1% | -81.3% | +462.4% | +363.1% |
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