+35.6%
XLV vs ABCL
-44.0%
+79.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | -1.1% | +18.3% | -19.4% | -2.3% |
| 3M | +8.2% | +108.5% | -100.2% | +2.5% |
| 6M | +8.9% | +213.9% | -205.0% | -0.2% |
| YTD | +8.5% | +223.1% | -214.6% | -1.2% |
| 1Y | +22.3% | +160.6% | -138.3% | +12.4% |
| 3Y | +32.6% | +104.3% | -71.6% | +20.6% |
| All | +35.6% | -44.0% | +79.6% | +28.9% |
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 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