+51.5%
XEL vs ABCL
-81.2%
+132.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.1% |
| 7D | +2.4% | -3.3% | +5.7% | +2.5% |
| 30D | +8.3% | -7.1% | +15.4% | +8.3% |
| 3M | +4.2% | +4.7% | -0.6% | +4.0% |
| 6M | +3.7% | +140.9% | -137.2% | +2.4% |
| YTD | +13.1% | +236.0% | -222.9% | +10.9% |
| 1Y | +5.0% | +217.4% | -212.4% | +3.1% |
| 3Y | +55.0% | +188.7% | -133.7% | +51.4% |
| 5Y | +51.8% | -23.5% | +75.3% | +46.9% |
| All | +51.5% | -81.2% | +132.7% | +45.4% |
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