+62.6%
XLU vs ABCL
-82.9%
+145.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.4% | -0.8% |
| 7D | -1.2% | -9.6% | +8.4% | -0.9% |
| 30D | -2.5% | +7.2% | -9.7% | -2.8% |
| 3M | -2.7% | +105.5% | -108.2% | -4.9% |
| 6M | -7.5% | +193.0% | -200.4% | -10.6% |
| YTD | +0.9% | +205.8% | -204.9% | -2.9% |
| 1Y | +3.3% | +144.4% | -141.1% | -0.2% |
| 3Y | +47.3% | +93.3% | -46.0% | +41.6% |
| 5Y | +44.4% | -44.9% | +89.3% | +39.8% |
| All | +62.6% | -82.9% | +145.5% | +60.3% |
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