+95.0%
FE vs ABCL
-81.3%
+176.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -1.2% | +93.1% | -94.2% | -1.8% |
| 3M | +3.5% | +79.4% | -75.9% | +2.9% |
| 6M | -6.1% | +214.9% | -220.9% | -7.4% |
| YTD | +7.6% | +234.2% | -226.6% | +5.9% |
| 1Y | +11.9% | +174.8% | -162.8% | +10.3% |
| 3Y | +48.4% | +104.5% | -56.0% | +46.4% |
| 5Y | +44.8% | -39.0% | +83.8% | +44.0% |
| All | +95.0% | -81.3% | +176.2% | +95.8% |
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 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