+22.9%
XLY vs ABCL
-26.2%
+49.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.0% | -3.3% | +5.3% | +2.4% |
| 30D | +7.6% | -7.1% | +14.7% | +8.1% |
| 3M | +1.5% | +4.7% | -3.2% | -0.1% |
| 6M | +1.5% | +140.9% | -139.4% | -12.3% |
| YTD | +1.1% | +236.0% | -234.9% | -17.8% |
| 1Y | +4.3% | +217.4% | -213.1% | -14.6% |
| 3Y | +51.8% | +188.7% | -136.9% | +17.1% |
| All | +22.9% | -26.2% | +49.1% | +11.7% |
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