-0.1%
XLU vs ABCL
+133.5%
-133.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +2.1% | -3.3% | +5.4% | +2.1% |
| 30D | +5.6% | -7.1% | +12.7% | +5.5% |
| 3M | +0.7% | +4.7% | -4.0% | +0.7% |
| 6M | -0.1% | +140.9% | -140.9% | +0.9% |
| All | -0.1% | +133.5% | -133.6% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling