+58.2%
XLP vs ABCL
-79.5%
+137.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.9% |
| 7D | +0.1% | +12.4% | -12.3% | +0.1% |
| 30D | +8.9% | -0.4% | +9.3% | +9.0% |
| 3M | +7.5% | +80.4% | -72.9% | +7.2% |
| 6M | +9.4% | +138.5% | -129.1% | +8.9% |
| YTD | +19.3% | +265.5% | -246.2% | +18.1% |
| 1Y | +21.7% | +219.7% | -198.0% | +20.7% |
| 3Y | +44.0% | +209.4% | -165.4% | +41.8% |
| 5Y | +42.8% | -15.0% | +57.8% | +40.8% |
| All | +58.2% | -79.5% | +137.8% | +55.9% |
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