+48.8%
XEL vs ABCL
-79.6%
+128.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | +8.6% | -0.7% | +9.3% | +8.6% |
| 3M | +5.1% | +33.4% | -28.3% | +4.7% |
| 6M | +2.5% | +137.8% | -135.3% | +1.2% |
| YTD | +11.0% | +264.3% | -253.3% | +8.8% |
| 1Y | +2.7% | +209.2% | -206.4% | +0.9% |
| 3Y | +49.7% | +208.4% | -158.7% | +46.2% |
| 5Y | +46.1% | -11.9% | +58.0% | +41.6% |
| All | +48.8% | -79.6% | +128.4% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling