+7.0%
FE vs ABCL
+198.4%
-191.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.0% |
| 7D | +1.2% | -3.3% | +4.5% | +1.1% |
| 30D | +4.5% | -7.1% | +11.6% | +4.4% |
| 3M | +1.3% | +4.7% | -3.4% | +1.6% |
| 6M | +8.7% | +140.9% | -132.2% | +11.8% |
| YTD | +9.2% | +236.0% | -226.7% | +12.1% |
| 1Y | +7.0% | +217.4% | -210.4% | +10.1% |
| All | +7.0% | +198.4% | -191.5% | +10.1% |
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