+64.1%
XLI vs ABCL
-21.8%
+85.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.7% |
| 30D | -3.1% | -7.4% | +4.3% | -2.7% |
| 3M | -11.7% | +81.9% | -93.6% | -17.0% |
| 6M | -7.6% | +135.7% | -143.3% | -16.0% |
| YTD | +5.7% | +247.4% | -241.7% | -8.1% |
| 1Y | +7.8% | +162.3% | -154.4% | -4.0% |
| 3Y | +67.4% | +165.5% | -98.1% | +42.4% |
| All | +64.1% | -21.8% | +85.9% | +47.2% |
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 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