+4.7%
FE vs ABCL
+184.9%
-180.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -0.3% |
| 7D | 0.0% | -3.2% | +3.1% | -0.1% |
| 30D | +5.2% | -7.4% | +12.6% | +5.1% |
| 3M | 0.0% | +81.9% | -82.0% | +1.7% |
| 6M | +5.0% | +135.7% | -130.7% | +7.6% |
| YTD | +7.9% | +247.4% | -239.5% | +10.1% |
| All | +4.7% | +184.9% | -180.2% | +8.6% |
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 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