+274.2%
XLE vs ABCL
-80.5%
+354.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -0.2% |
| 7D | -12.0% | -3.2% | -8.8% | -11.9% |
| 30D | -2.7% | -7.4% | +4.7% | -2.6% |
| 3M | +6.6% | +81.9% | -75.4% | +3.8% |
| 6M | +9.5% | +135.7% | -126.2% | +5.2% |
| YTD | +40.6% | +247.4% | -206.8% | +32.1% |
| 1Y | +43.6% | +162.3% | -118.7% | +36.6% |
| 3Y | +58.1% | +165.5% | -107.4% | +46.5% |
| 5Y | +152.2% | -21.3% | +173.5% | +140.1% |
| All | +274.2% | -80.5% | +354.7% | +279.6% |
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