+115.1%
XLI vs ABCL
-81.3%
+196.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -5.9% | +93.1% | -99.0% | -10.5% |
| 3M | -0.3% | +79.4% | -79.7% | -5.0% |
| 6M | +0.1% | +214.9% | -214.7% | -8.6% |
| YTD | +13.6% | +234.2% | -220.6% | +2.8% |
| 1Y | +17.2% | +174.8% | -157.6% | +6.9% |
| 3Y | +68.2% | +104.5% | -36.3% | +51.4% |
| 5Y | +80.7% | -39.0% | +119.7% | +65.9% |
| All | +115.1% | -81.3% | +196.4% | +103.1% |
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