+61.0%
XLC vs ABCL
+156.0%
-95.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.3% | +0.1% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | -5.8% | -7.4% | +1.6% | -5.6% |
| 3M | -5.4% | +81.9% | -87.4% | -9.1% |
| 6M | -10.2% | +135.7% | -145.9% | -15.6% |
| YTD | -10.2% | +247.4% | -257.5% | -18.3% |
| 1Y | -5.6% | +162.3% | -167.9% | -12.6% |
| 3Y | +61.0% | +165.5% | -104.5% | +42.4% |
| All | +61.0% | +156.0% | -95.0% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling