+41.6%
XEL vs ABCL
-81.2%
+122.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.3% | +1.4% | -0.1% | +1.3% |
| 30D | -1.5% | +65.1% | -66.6% | -2.1% |
| 3M | -0.2% | +111.1% | -111.3% | -1.1% |
| 6M | -5.4% | +231.6% | -237.0% | -7.1% |
| YTD | +5.6% | +234.5% | -228.9% | +3.7% |
| 1Y | +10.5% | +174.3% | -163.9% | +8.6% |
| 3Y | +49.2% | +111.5% | -62.3% | +45.8% |
| 5Y | +30.1% | -37.3% | +67.4% | +25.5% |
| All | +41.6% | -81.2% | +122.9% | +36.0% |
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