+152.2%
XLE vs ABCL
-30.0%
+182.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.4% | -2.6% |
| 7D | -10.3% | -14.9% | +4.6% | -9.8% |
| 30D | -3.3% | -15.4% | +12.0% | -2.8% |
| 3M | +8.2% | +88.0% | -79.8% | +4.7% |
| 6M | +5.0% | +138.8% | -133.8% | 0.0% |
| YTD | +40.6% | +225.4% | -184.9% | +30.7% |
| 1Y | +45.0% | +137.3% | -92.3% | +37.3% |
| 3Y | +56.3% | +136.8% | -80.5% | +43.1% |
| 5Y | +152.2% | -26.2% | +178.5% | +138.3% |
| All | +152.2% | -30.0% | +182.3% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling