-78.9%
SE vs ABCL
-30.0%
-48.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.4% | +3.7% | -3.5% |
| 7D | -1.2% | -14.9% | +13.7% | +2.3% |
| 30D | -21.7% | -15.4% | -6.3% | -19.0% |
| 3M | -34.2% | +88.0% | -122.2% | -45.3% |
| 6M | -10.5% | +138.8% | -149.3% | -32.2% |
| YTD | -40.7% | +225.4% | -266.2% | -59.6% |
| 1Y | -52.1% | +137.3% | -189.4% | -64.5% |
| 3Y | +68.9% | +136.8% | -68.0% | +7.3% |
| 5Y | -78.9% | -26.2% | -52.6% | -79.0% |
| All | -78.9% | -30.0% | -48.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling