-34.4%
XE vs ABCL
+180.4%
-214.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.1% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | -15.5% | +65.1% | -80.5% | -19.7% |
| 3M | -14.6% | +111.1% | -125.7% | -26.4% |
| All | -34.4% | +180.4% | -214.8% | -51.7% |
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 · Available span rolling