+10.7%
XBI vs ABCL
-80.4%
+91.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +3.2% | -5.4% | +8.7% | +4.1% |
| 3M | -1.1% | +22.4% | -23.6% | -6.5% |
| 6M | +16.1% | +127.6% | -111.5% | -7.4% |
| YTD | +28.3% | +249.4% | -221.1% | -8.7% |
| 1Y | +37.7% | +198.0% | -160.3% | +1.3% |
| 3Y | +134.9% | +195.8% | -60.8% | +58.3% |
| 5Y | +24.5% | -20.6% | +45.1% | +4.0% |
| All | +10.7% | -80.4% | +91.1% | -1.4% |
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