+50.5%
XLU vs ABCL
+105.4%
-54.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.1% | +1.4% | +0.7% | +2.1% |
| 30D | -0.4% | +65.1% | -65.4% | -1.9% |
| 3M | +0.5% | +111.1% | -110.6% | -2.1% |
| 6M | -5.8% | +231.6% | -237.4% | -10.1% |
| YTD | +3.1% | +234.5% | -231.4% | -1.9% |
| 1Y | +8.1% | +174.3% | -166.2% | +3.3% |
| 3Y | +50.5% | +111.5% | -60.9% | +45.4% |
| All | +50.5% | +105.4% | -54.9% | +45.4% |
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