+90.5%
EXC vs ABCL
-80.5%
+171.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.0% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | +10.0% | -7.4% | +17.4% | +10.0% |
| 3M | +1.6% | +81.9% | -80.3% | +1.2% |
| 6M | +3.3% | +135.7% | -132.5% | +2.5% |
| YTD | +7.6% | +247.4% | -239.8% | +6.1% |
| 1Y | +3.5% | +162.3% | -158.8% | +2.4% |
| 3Y | +27.7% | +165.5% | -137.8% | +25.7% |
| 5Y | +41.1% | -21.3% | +62.4% | +41.7% |
| All | +90.5% | -80.5% | +171.0% | +95.4% |
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