-60.8%
SE vs ABCL
-80.5%
+19.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -1.4% |
| 7D | +2.0% | -3.2% | +5.2% | +2.5% |
| 30D | -20.0% | -7.4% | -12.6% | -19.1% |
| 3M | -31.8% | +81.9% | -113.7% | -42.3% |
| 6M | -15.9% | +135.7% | -151.6% | -35.2% |
| YTD | -40.6% | +247.4% | -288.0% | -59.4% |
| 1Y | -50.7% | +162.3% | -212.9% | -63.9% |
| 3Y | +70.3% | +165.5% | -95.2% | +7.5% |
| 5Y | -78.8% | -21.3% | -57.6% | -81.0% |
| All | -60.8% | -80.5% | +19.7% | -53.2% |
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