+2.4%
XLU vs ABCL
+152.1%
-149.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.4% |
| 7D | -1.6% | -4.7% | +3.1% | -1.5% |
| 30D | -3.3% | +5.2% | -8.5% | -3.4% |
| 3M | -3.2% | +106.6% | -109.8% | -4.0% |
| 6M | -7.0% | +198.4% | -205.3% | -9.1% |
| YTD | +0.6% | +218.4% | -217.8% | -2.3% |
| 1Y | +2.4% | +136.2% | -133.8% | +1.1% |
| All | +2.4% | +152.1% | -149.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling