+49.9%
XLE vs ABCL
+138.2%
-88.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.6% | -4.7% |
| 7D | -7.2% | -10.0% | +2.8% | -7.4% |
| 30D | +0.1% | -10.9% | +11.0% | -0.1% |
| 3M | +9.2% | +101.6% | -92.5% | +10.9% |
| 6M | +8.4% | +167.5% | -159.2% | +12.8% |
| YTD | +44.9% | +259.1% | -214.2% | +51.4% |
| 1Y | +49.9% | +152.2% | -102.3% | +57.2% |
| All | +49.9% | +138.2% | -88.4% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling