+70.3%
XLC vs ABCL
-79.5%
+149.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.8% | +2.1% |
| 7D | +7.1% | +12.4% | -5.3% | +6.1% |
| 30D | -2.7% | -0.4% | -2.4% | -2.9% |
| 3M | -3.2% | +80.4% | -83.6% | -8.2% |
| 6M | -7.7% | +138.5% | -146.2% | -15.1% |
| YTD | -8.0% | +265.5% | -273.5% | -19.0% |
| 1Y | -3.1% | +219.7% | -222.7% | -13.8% |
| 3Y | +64.9% | +209.4% | -144.5% | +41.0% |
| 5Y | +39.5% | -15.0% | +54.5% | +27.6% |
| All | +70.3% | -79.5% | +149.8% | +55.5% |
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