+22.5%
UL vs ABCL
-79.6%
+102.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.6% | +2.3% | +0.3% | +2.6% |
| 30D | +6.8% | -0.7% | +7.4% | +6.8% |
| 3M | +5.7% | +33.4% | -27.7% | +5.4% |
| 6M | +15.9% | +137.8% | -121.9% | +14.6% |
| YTD | +4.3% | +264.3% | -260.1% | +2.4% |
| 1Y | -0.4% | +209.2% | -209.6% | -2.0% |
| 3Y | +35.0% | +208.4% | -173.5% | +31.6% |
| 5Y | +31.6% | -11.9% | +43.5% | +30.3% |
| All | +22.5% | -79.6% | +102.1% | +23.1% |
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