+72.4%
XLC vs ABCL
-81.2%
+153.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +3.7% | -3.3% | +7.0% | +4.0% |
| 30D | -1.9% | -7.1% | +5.2% | -1.6% |
| 3M | -3.1% | +4.7% | -7.9% | -4.0% |
| 6M | -6.4% | +140.9% | -147.2% | -14.1% |
| YTD | -6.8% | +236.0% | -242.8% | -17.5% |
| 1Y | -1.7% | +217.4% | -219.1% | -12.6% |
| 3Y | +64.7% | +188.7% | -124.0% | +41.4% |
| 5Y | +41.1% | -23.5% | +64.6% | +29.9% |
| All | +72.4% | -81.2% | +153.6% | +58.3% |
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