+12.9%
XBI vs ABCL
-81.9%
+94.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | +0.9% | +18.3% | -17.5% | -3.2% |
| 3M | +21.4% | +108.5% | -87.1% | +0.4% |
| 6M | +25.5% | +213.9% | -188.4% | -6.7% |
| YTD | +30.8% | +223.1% | -192.3% | -4.6% |
| 1Y | +68.6% | +160.6% | -92.0% | +26.8% |
| 3Y | +103.9% | +104.3% | -0.3% | +50.4% |
| 5Y | +20.8% | -40.0% | +60.8% | +5.0% |
| All | +12.9% | -81.9% | +94.8% | +3.0% |
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 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