+220.4%
EWT vs ABCL
-81.2%
+301.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +8.2% | +65.1% | -56.9% | +2.4% |
| 3M | +11.1% | +111.1% | -100.0% | +2.0% |
| 6M | +60.4% | +231.6% | -171.2% | +40.8% |
| YTD | +75.6% | +234.5% | -158.9% | +53.0% |
| 1Y | +91.3% | +174.3% | -83.0% | +68.9% |
| 3Y | +200.3% | +111.5% | +88.8% | +160.8% |
| 5Y | +156.4% | -37.3% | +193.7% | +131.6% |
| All | +220.4% | -81.2% | +301.6% | +194.4% |
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