+178.5%
EXE vs ABCL
-78.4%
+256.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +8.5% | +93.1% | -84.6% | +5.3% |
| 3M | +5.5% | +79.4% | -74.0% | +2.4% |
| 6M | -5.9% | +214.9% | -220.8% | -11.0% |
| YTD | -9.7% | +234.2% | -243.9% | -15.1% |
| 1Y | +3.6% | +174.8% | -171.2% | -1.9% |
| 3Y | +18.0% | +104.5% | -86.4% | +11.0% |
| 5Y | +109.4% | -39.0% | +148.4% | +104.2% |
| All | +178.5% | -78.4% | +256.9% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling