-18.9%
EXE vs ABCL
+138.2%
-157.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | -4.7% | -10.0% | +5.3% | -4.7% |
| 30D | +1.0% | -10.9% | +11.9% | +1.0% |
| 3M | -5.6% | +101.6% | -107.3% | -6.3% |
| 6M | -12.3% | +167.5% | -179.8% | -11.3% |
| YTD | -19.5% | +259.1% | -278.6% | -17.9% |
| 1Y | -18.9% | +152.2% | -171.0% | -14.8% |
| All | -18.9% | +138.2% | -157.1% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling