+90.1%
EXC vs ABCL
-79.6%
+169.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +3.3% | +33.4% | -30.1% | +3.1% |
| 6M | +5.7% | +137.8% | -132.1% | +4.9% |
| YTD | +7.3% | +264.3% | -257.0% | +5.9% |
| 1Y | +2.9% | +209.2% | -206.2% | +1.7% |
| 3Y | +29.3% | +208.4% | -179.1% | +27.0% |
| 5Y | +40.1% | -11.9% | +51.9% | +40.5% |
| All | +90.1% | -79.6% | +169.7% | +95.0% |
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