+93.8%
EWY vs ABCL
-81.2%
+175.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +4.2% | -3.3% | +7.5% | +4.6% |
| 30D | -10.7% | -7.1% | -3.6% | -9.8% |
| 3M | -20.1% | +4.7% | -24.8% | -20.8% |
| 6M | -24.3% | +140.9% | -165.2% | -33.5% |
| YTD | +46.9% | +236.0% | -189.1% | +23.5% |
| 1Y | +55.2% | +217.4% | -162.2% | +31.1% |
| 3Y | +157.0% | +188.7% | -31.7% | +110.7% |
| 5Y | +98.9% | -23.5% | +122.4% | +75.1% |
| All | +93.8% | -81.2% | +175.0% | +77.0% |
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