+48.9%
XEL vs ABCL
-79.5%
+128.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.6% |
| 7D | +1.1% | +12.4% | -11.4% | +0.9% |
| 30D | +8.7% | -0.4% | +9.0% | +8.6% |
| 3M | +3.5% | +80.4% | -76.9% | +2.8% |
| 6M | +2.6% | +138.5% | -136.0% | +1.3% |
| YTD | +11.1% | +265.5% | -254.4% | +8.9% |
| 1Y | +2.2% | +219.7% | -217.5% | +0.3% |
| 3Y | +51.1% | +209.4% | -158.3% | +47.5% |
| 5Y | +48.0% | -15.0% | +63.1% | +43.3% |
| All | +48.9% | -79.5% | +128.4% | +42.7% |
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 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