+17.1%
UL vs ABCL
-81.2%
+98.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +0.9% | +65.1% | -64.2% | +0.4% |
| 3M | +14.2% | +111.1% | -96.8% | +13.3% |
| 6M | -3.2% | +231.6% | -234.8% | -4.7% |
| YTD | -0.3% | +234.5% | -234.8% | -2.0% |
| 1Y | -8.8% | +174.3% | -183.1% | -10.3% |
| 3Y | +23.9% | +111.5% | -87.6% | +21.8% |
| 5Y | +21.4% | -37.3% | +58.6% | +20.3% |
| All | +17.1% | -81.2% | +98.4% | +17.8% |
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 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