+56.8%
XLP vs ABCL
-80.5%
+137.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.0% | -1.3% |
| 7D | +0.7% | -3.2% | +3.9% | +0.7% |
| 30D | +10.3% | -7.4% | +17.7% | +10.3% |
| 3M | +6.5% | +81.9% | -75.4% | +6.3% |
| 6M | +8.4% | +135.7% | -127.3% | +7.8% |
| YTD | +18.2% | +247.4% | -229.2% | +17.0% |
| 1Y | +22.4% | +162.3% | -139.8% | +21.6% |
| 3Y | +41.9% | +165.5% | -123.6% | +39.9% |
| 5Y | +40.9% | -21.3% | +62.1% | +38.9% |
| All | +56.8% | -80.5% | +137.4% | +54.5% |
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