+92.9%
EWY vs ABCL
-79.5%
+172.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.0% |
| 7D | -6.3% | +12.4% | -18.7% | -7.7% |
| 30D | -19.8% | -0.4% | -19.5% | -19.8% |
| 3M | -14.4% | +80.4% | -94.8% | -21.5% |
| 6M | -25.3% | +138.5% | -163.8% | -34.3% |
| YTD | +46.2% | +265.5% | -219.3% | +21.6% |
| 1Y | +58.3% | +219.7% | -161.4% | +33.3% |
| 3Y | +155.0% | +209.4% | -54.4% | +107.0% |
| 5Y | +99.5% | -15.0% | +114.5% | +73.5% |
| All | +92.9% | -79.5% | +172.4% | +74.2% |
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