+64.8%
XLU vs ABCL
-81.3%
+146.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | -1.3% | +93.1% | -94.4% | -3.2% |
| 3M | -1.3% | +79.4% | -80.8% | -3.1% |
| 6M | -7.6% | +214.9% | -222.5% | -11.0% |
| YTD | +2.3% | +234.2% | -231.9% | -1.8% |
| 1Y | +5.8% | +174.8% | -169.0% | +1.9% |
| 3Y | +50.5% | +104.5% | -53.9% | +44.5% |
| 5Y | +44.1% | -39.0% | +83.1% | +39.2% |
| All | +64.8% | -81.3% | +146.0% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling