+157.8%
EWY vs ABCL
-81.2%
+239.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +8.0% | +1.4% | +6.6% | +7.8% |
| 30D | +14.3% | +65.1% | -50.7% | +6.3% |
| 3M | +2.3% | +111.1% | -108.8% | -8.4% |
| 6M | +49.9% | +231.6% | -181.7% | +27.2% |
| YTD | +95.3% | +234.5% | -139.2% | +64.6% |
| 1Y | +161.7% | +174.3% | -12.6% | +124.1% |
| 3Y | +230.2% | +111.5% | +118.7% | +177.9% |
| 5Y | +148.1% | -37.3% | +185.4% | +120.0% |
| All | +157.8% | -81.2% | +239.0% | +135.8% |
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