+150.1%
EXE vs ABCL
-76.5%
+226.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | -2.2% | +2.3% | -4.5% | -2.3% |
| 30D | -0.3% | -0.7% | +0.4% | -0.4% |
| 3M | -9.3% | +33.4% | -42.7% | -10.7% |
| 6M | -7.2% | +137.8% | -145.0% | -11.2% |
| YTD | -18.9% | +264.3% | -283.2% | -24.2% |
| 1Y | -21.7% | +209.2% | -230.9% | -26.2% |
| 3Y | +21.0% | +208.4% | -187.4% | +11.2% |
| 5Y | +76.0% | -11.9% | +87.8% | +69.8% |
| All | +150.1% | -76.5% | +226.6% | +159.6% |
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