+60.8%
XLU vs ABCL
+197.3%
-136.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +0.5% | -2.7% | +3.2% | +0.5% |
| 30D | +5.3% | -5.4% | +10.7% | +5.3% |
| 3M | +1.2% | +22.4% | -21.3% | +0.5% |
| 6M | -1.6% | +127.6% | -129.2% | -4.1% |
| YTD | +4.8% | +249.4% | -244.6% | +0.3% |
| 1Y | +0.5% | +198.0% | -197.5% | -3.3% |
| All | +60.8% | +197.3% | -136.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling