+58.0%
EWJ vs ABCL
-81.0%
+138.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +3.6% | +4.4% | -0.8% | +3.3% |
| 30D | -6.0% | -7.9% | +1.8% | -5.6% |
| 3M | -6.5% | +12.2% | -18.7% | -7.6% |
| 6M | -0.1% | +134.7% | -134.8% | -7.3% |
| YTD | +13.9% | +239.8% | -225.9% | +2.3% |
| 1Y | +13.1% | +192.7% | -179.6% | +2.6% |
| 3Y | +65.0% | +187.6% | -122.6% | +45.2% |
| 5Y | +47.0% | -22.6% | +69.6% | +35.5% |
| All | +58.0% | -81.0% | +138.9% | +48.2% |
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