+69.2%
EWJ vs ABCL
-81.2%
+150.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.9% | +1.4% | +1.5% | +2.8% |
| 30D | +1.1% | +65.1% | -64.0% | -2.9% |
| 3M | +7.1% | +111.1% | -104.0% | +0.7% |
| 6M | +16.2% | +231.6% | -215.4% | +5.4% |
| YTD | +22.0% | +234.5% | -212.5% | +10.1% |
| 1Y | +26.2% | +174.3% | -148.1% | +14.8% |
| 3Y | +73.5% | +111.5% | -38.0% | +55.8% |
| 5Y | +52.7% | -37.3% | +90.0% | +41.7% |
| All | +69.2% | -81.2% | +150.4% | +59.3% |
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