-65.6%
XE vs ABCL
+201.0%
-266.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.3% | -8.6% |
| 7D | -12.9% | -10.0% | -2.9% | -11.2% |
| 30D | -30.3% | -10.9% | -19.4% | -29.0% |
| 3M | -45.9% | +101.6% | -147.5% | -51.0% |
| 6M | -66.2% | +167.5% | -233.8% | -74.2% |
| All | -65.6% | +201.0% | -266.6% | -75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling