+58.9%
XLP vs ABCL
-81.8%
+140.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | -0.8% |
| 7D | +3.5% | -14.9% | +18.4% | +3.5% |
| 30D | +11.6% | -15.4% | +26.9% | +11.6% |
| 3M | +7.6% | +88.0% | -80.4% | +7.3% |
| 6M | +10.0% | +138.8% | -128.8% | +9.4% |
| YTD | +19.7% | +225.4% | -205.7% | +18.6% |
| 1Y | +23.5% | +137.3% | -113.9% | +22.6% |
| 3Y | +44.0% | +136.8% | -92.8% | +42.1% |
| 5Y | +42.7% | -26.2% | +68.9% | +40.7% |
| All | +58.9% | -81.8% | +140.6% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling