-60.3%
SE vs ABCL
-79.6%
+19.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | 0.0% | +2.3% | -2.3% | -0.5% |
| 30D | -19.4% | -0.7% | -18.7% | -19.7% |
| 3M | -33.1% | +33.4% | -66.5% | -38.4% |
| 6M | -11.4% | +137.8% | -149.2% | -31.8% |
| YTD | -39.8% | +264.3% | -304.1% | -59.2% |
| 1Y | -50.5% | +209.2% | -259.6% | -65.1% |
| 3Y | +68.9% | +208.4% | -139.6% | +1.4% |
| 5Y | -77.1% | -11.9% | -65.2% | -80.0% |
| All | -60.3% | -79.6% | +19.3% | -53.1% |
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 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