+125.7%
XLF vs ABCL
-81.3%
+207.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +0.2% | +93.1% | -92.9% | -4.0% |
| 3M | +11.7% | +79.4% | -67.7% | +7.2% |
| 6M | +13.8% | +214.9% | -201.1% | +5.0% |
| YTD | +7.0% | +234.2% | -227.2% | -2.0% |
| 1Y | +9.1% | +174.8% | -165.6% | +0.6% |
| 3Y | +75.6% | +104.5% | -28.9% | +60.1% |
| 5Y | +66.4% | -39.0% | +105.4% | +55.0% |
| All | +125.7% | -81.3% | +207.0% | +112.8% |
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