+62.4%
XLV vs ABCL
-82.1%
+144.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.4% |
| 7D | -3.6% | -4.7% | +1.2% | -3.3% |
| 30D | -1.8% | +5.2% | -7.0% | -2.2% |
| 3M | +7.8% | +106.6% | -98.9% | +3.1% |
| 6M | +9.1% | +198.4% | -189.2% | +1.9% |
| YTD | +7.7% | +218.4% | -210.7% | -0.1% |
| 1Y | +20.4% | +136.2% | -115.8% | +13.0% |
| 3Y | +30.8% | +103.2% | -72.4% | +20.8% |
| 5Y | +34.6% | -42.7% | +77.3% | +27.4% |
| All | +62.4% | -82.1% | +144.6% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling