+67.6%
XLB vs ABCL
-79.6%
+147.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | +6.9% | -0.7% | +7.6% | +6.7% |
| 3M | -0.2% | +33.4% | -33.6% | -2.8% |
| 6M | +3.3% | +137.8% | -134.5% | -4.9% |
| YTD | +18.0% | +264.3% | -246.3% | +4.4% |
| 1Y | +24.2% | +209.2% | -185.0% | +11.1% |
| 3Y | +44.7% | +208.4% | -163.7% | +24.8% |
| 5Y | +31.6% | -11.9% | +43.5% | +19.1% |
| All | +67.6% | -79.6% | +147.2% | +59.5% |
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