+21.3%
EW vs ABCL
-80.5%
+101.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | +0.8% |
| 7D | +11.0% | -3.2% | +14.2% | +11.1% |
| 30D | +19.1% | -7.4% | +26.5% | +19.4% |
| 3M | +14.4% | +81.9% | -67.6% | +8.6% |
| 6M | +22.8% | +135.7% | -112.9% | +13.5% |
| YTD | +19.8% | +247.4% | -227.6% | +7.1% |
| 1Y | +23.9% | +162.3% | -138.4% | +12.7% |
| 3Y | +52.2% | +165.5% | -113.3% | +33.9% |
| 5Y | -13.9% | -21.3% | +7.4% | -20.0% |
| All | +21.3% | -80.5% | +101.9% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling