+58.0%
EWJ vs ABCL
-79.5%
+137.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +3.3% |
| 7D | -1.5% | +12.4% | -13.9% | -2.3% |
| 30D | -6.5% | -0.4% | -6.2% | -6.6% |
| 3M | -5.6% | +80.4% | -86.0% | -10.1% |
| 6M | -0.3% | +138.5% | -138.8% | -7.6% |
| YTD | +13.9% | +265.5% | -251.6% | +1.9% |
| 1Y | +14.6% | +219.7% | -205.1% | +3.3% |
| 3Y | +66.6% | +209.4% | -142.8% | +45.9% |
| 5Y | +47.7% | -15.0% | +62.7% | +35.4% |
| All | +58.0% | -79.5% | +137.5% | +47.4% |
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 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