+286.7%
XLE vs ABCL
-81.3%
+367.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +11.8% | +93.1% | -81.3% | +8.8% |
| 3M | +9.8% | +79.4% | -69.6% | +7.0% |
| 6M | +15.6% | +214.9% | -199.3% | +9.7% |
| YTD | +45.3% | +234.2% | -189.0% | +37.0% |
| 1Y | +48.3% | +174.8% | -126.5% | +40.7% |
| 3Y | +55.4% | +104.5% | -49.0% | +45.7% |
| 5Y | +216.1% | -39.0% | +255.1% | +202.3% |
| All | +286.7% | -81.3% | +367.9% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling