+93.1%
EXC vs ABCL
-81.2%
+174.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.4% |
| 30D | +8.6% | -7.1% | +15.7% | +8.6% |
| 3M | +2.4% | +4.7% | -2.3% | +2.3% |
| 6M | +6.5% | +140.9% | -134.4% | +5.6% |
| YTD | +9.0% | +236.0% | -226.9% | +7.5% |
| 1Y | +4.6% | +217.4% | -212.8% | +3.2% |
| 3Y | +33.5% | +188.7% | -155.2% | +31.0% |
| 5Y | +41.4% | -23.5% | +64.9% | +41.9% |
| All | +93.1% | -81.2% | +174.3% | +98.1% |
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