-62.1%
XE vs ABCL
+181.6%
-243.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +6.2% | -3.3% | +9.5% | +7.1% |
| 30D | -4.8% | -7.1% | +2.3% | -3.1% |
| 3M | -51.3% | +4.7% | -56.0% | -51.4% |
| 6M | -64.2% | +140.9% | -205.1% | -71.7% |
| All | -62.1% | +181.6% | -243.7% | -72.0% |
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 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