+70.9%
XLC vs ABCL
-79.6%
+150.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +6.2% | +2.3% | +3.9% | +6.0% |
| 30D | -2.4% | -0.7% | -1.7% | -2.5% |
| 3M | -3.3% | +33.4% | -36.7% | -5.9% |
| 6M | -7.3% | +137.8% | -145.1% | -14.8% |
| YTD | -7.6% | +264.3% | -272.0% | -18.7% |
| 1Y | -3.7% | +209.2% | -212.9% | -14.2% |
| 3Y | +62.9% | +208.4% | -145.5% | +39.3% |
| 5Y | +41.6% | -11.9% | +53.5% | +29.5% |
| All | +70.9% | -79.6% | +150.5% | +56.1% |
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