+9.8%
XBI vs ABCL
-79.6%
+89.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +0.8% | -0.7% | +1.5% | +0.6% |
| 3M | -1.9% | +33.4% | -35.3% | -8.9% |
| 6M | +15.2% | +137.8% | -122.6% | -8.9% |
| YTD | +27.3% | +264.3% | -237.0% | -10.2% |
| 1Y | +41.5% | +209.2% | -167.7% | +3.3% |
| 3Y | +133.1% | +208.4% | -75.3% | +55.6% |
| 5Y | +23.7% | -11.9% | +35.5% | +1.6% |
| All | +9.8% | -79.6% | +89.4% | -3.1% |
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