+24.4%
EW vs ABCL
-79.5%
+103.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.1% |
| 7D | +12.3% | +12.4% | -0.1% | +11.3% |
| 30D | +22.9% | -0.4% | +23.2% | +22.6% |
| 3M | +16.7% | +80.4% | -63.7% | +10.9% |
| 6M | +31.0% | +138.5% | -107.6% | +21.1% |
| YTD | +22.8% | +265.5% | -242.7% | +9.4% |
| 1Y | +25.6% | +219.7% | -194.1% | +12.7% |
| 3Y | +62.0% | +209.4% | -147.4% | +40.7% |
| 5Y | -12.8% | -15.0% | +2.3% | -19.3% |
| All | +24.4% | -79.5% | +103.9% | +15.0% |
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