+43.8%
XLU vs ABCL
-39.4%
+83.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | +0.6% | -2.7% | +3.4% | +0.7% |
| 30D | -0.4% | +18.3% | -18.7% | -1.1% |
| 3M | -1.7% | +108.5% | -110.2% | -4.5% |
| 6M | -7.1% | +213.9% | -221.0% | -11.4% |
| YTD | +1.9% | +223.1% | -221.2% | -3.2% |
| 1Y | +6.1% | +160.6% | -154.5% | +1.3% |
| 3Y | +48.8% | +104.3% | -55.5% | +41.4% |
| 5Y | +43.8% | -40.0% | +83.8% | +36.2% |
| All | +43.8% | -39.4% | +83.2% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling